The Zend Avesta are the main texts used in the Zoroastrian faith. These many different texts are believed to have been transmitted orally for centuries before they were written down in the 3rd century.
According to legend preserved in the Book of Arda Viraf, a 3rd or 4th century work, a written version of The Zend Avesta had existed in the palace library of the Achaemenid kings (559–330 BC), but which was then supposedly lost in a fire caused by the troops of Alexander the Great. This is the complete Zend Avesta in English, a Public Domain version published in 1880 in Oxford.
Download it here in PDF-format (395 pages):