His most ambitious book was the four volume narrative The Winning of the West, focused on the American frontier in the 18th and early 19th centuries. Roosevelt said that the American character—indeed a new "American race" (ethnic group) had emerged from the heroic wilderness hunters and Indian fighters, acting on the frontier with little government help.

The Political Works
Essays on Practical Politics (1888)
American Ideals (1897)
The Strenuous Life (1899)
Inaugural Address (1905)
State of the Union Addresses (1901-1908)
The New Nationalism (1910)
Realizable Ideals (1912)
Fear God and Take Your Own Part (1916)
A Book Lover’s Holidays in the Open (1916)
The Foes of Our Own Household (1917)
National Strength and International Duty (1917)
The Great Adventure (1918)
Introductions and Forewords to Various Works

The Historical Works
The Naval War of 1812 (1882)
Thomas H. Benton (1886)
Gouverneur Morris (1888)
The Winning of the West: Volume I (1889)
The Winning of the West: Volume II (1889)
New York (1891)
The Winning of the West: Volume III (1894)
Hero Tales from American History (1895)
The Winning of the West: Volume IV (1896)
American Naval Policy (1897)
The Rough Riders (1899)
Oliver Cromwell (1900)
African and European Addresses (1910)
History as Literature and Other Essays (1913)
America and the World War (1915)

The Hunting Works
Hunting Trips of a Ranchman (1885)
Ranch Life and the Hunting Trail (1888)
The Wilderness Hunter (1893)
Hunting in Many Lands (1895)
The Deer Family (1902)
Outdoor Pastimes of an American Hunter (1905)
Good Hunting (1907)
African Game Trails (1910)
Through the Brazilian Wilderness (1914)
Life-Histories of African Game Animals (1914)

The Letters
A Compilation of the Messages and Papers of the Presidents (1902) by James D. Richardson
Theodore Roosevelt’s Letters to His Children (1919)

The Memoirs
Theodore Roosevelt: An Autobiography (1913)
Average Americans (1919)