Autobiographies of mathematicians According to Wikipedia, an autobiography is an account of the life of a person, written by that person sometimes with a collaborator.
An autobiography offers the author the ability to recreate history. From this point of view, to some extent, a mathematician autobiography tell us much about the history of mathematics itself.


The question is: What are some examples of AUTObiography books of mathematicians ?


ADDED:
Interesting fact: Is there no AUTObiography of mathematicians written in the 19th century?
 A: Many autobiographies come to mind (Kovalevskaya, Wiener, Littlewood, ...). Let me mention four by Polish mathematicians: Hugo Steinhaus, Stan Ulam, Mark Kac and Kazimierz Kuratowski. I could write here a lot more about them but... first simply read them. All four had excellent penmanship, Steinhaus was very sharp as a writer in the strictly literary sense too, Ulam had deep scientific insights also outside mathematics (and his wife was assisting him in writing his biography); Kuratowski work was written under the communism, when he was serving Polish mathematics and science by leading the Polish academy and Mathematical Institute--thus his biography was too diplomatic (what Professor Kuratowski was telling me in person was a zillion times more interesting).
A: Edward Frenkel's "Love and Math" is a mix of popular maths book, autobiography, and general declaration of love towards mathematics.
A: Dame Kathleen Ollerenshaw, To Talk of Many Things, An Autobiography, Manchester University Press, 2004.
From Google Books


To talk of many things' is a remarkable account of a remarkable life. This story covers two world wars and the near sixty years that followed in a life dominated by mathematics and public service. Profoundly deaf from birth, Dame Kathleen has never seen her condition as an obstacle. She travelled widely through Europe between the wars, was a wartime don at Somerville College, Oxford, served on national education committees from the 1950s onwards, has been at various times on the Boards of the Royal Northern College of Music, Manchester Polytechnic and Lancaster and Salford Universities and in the 1990s chased total eclipses of the sun round the globe. A former Lord Mayor and Freeman of the City of Manchester, Dame Kathleen writes compellingly of her greatest enthusiasm - mathematics. The publication of her work on Magic Squares and her presidency of the Institute of Mathematics have been high points in a long and distinguished career.


A: An outstanding autobiography in my opinion is Egon Balas: Will to Freedom.
A: Something almost unmissable, for those who can read Italian:  Francesco Giacomo Tricomi, La mia vita di matematico attraverso la cronistoria dei miei lavori. (Bibliografia commentata 1916–1967), Padova: CEDAM – Casa Editrice Dottor Antonio Milani, pp. XII+172 (1967), MR0274255, Zbl 0199.28603.
My mathematical life as seen through the chronology of my works (Commented bibliography 1916-1967) (free translation of the title) should be, as the Author explicitly says, a scientific autobiography, written with the intention of describing his works: however, the witty tongue of the Author and his fluent prose give more to the reader than any research survey.
A: Another recent addition to the genre is My Search for Ramanujan: How I Learned to Count by Ken Ono and Amir D. Aczel. Despite the title & joint authorship, it is essentially Ken's autobiography. Here's the blurb:
The son of a prominent Japanese mathematician who came to the United States after World War II, Ken Ono was raised on a diet of high expectations and little praise. Rebelling against his pressure-cooker of a life, Ken determined to drop out of high school to follow his own path. To obtain his father's approval, he invoked the biography of the famous Indian mathematical prodigy Srinivasa Ramanujan, whom his father revered, who had twice flunked out of college because of his single-minded devotion to mathematics.
Ono describes his rocky path through college and graduate school, interweaving Ramanujan's story with his own and telling how at key moments, he was inspired by Ramanujan and guided by mentors who encouraged him to pursue his interest in exploring Ramanujan's mathematical legacy.
Picking up where others left off, beginning with the great English mathematician G.H. Hardy, who brought Ramanujan to Cambridge in 1914, Ono has devoted his mathematical career to understanding how in his short life, Ramanujan was able to discover so many deep mathematical truths, which Ramanujan believed had been sent to him as visions from a Hindu goddess. And it was Ramanujan who was ultimately the source of reconciliation between Ono and his parents.
Ono's search for Ramanujan ranges over three continents and crosses paths with mathematicians whose lives span the globe and the entire twentieth century and beyond. Along the way, Ken made many fascinating discoveries. The most important and surprising one of all was his own humanity.
A: Yvonne Choquet-Bruhat, A Lady Mathematician in This Strange Universe: Memoirs, author's translation of the French original, Une Mathematicienne dans cet étrange universe.
I think this review sums it up well - https://www.maa.org/press/maa-reviews/a-lady-mathematician-in-this-strange-universe-memoirs
Edit: Jacques Roubaud, Mathematics, a translation (by Ian Monk) of Mathematique, published in 1997. From a review:

Roubaud’s “exploratory journey” into the world of mathematics takes him from the labyrinthine lecture halls of the Institut Henri Poincaré in Paris to a military base in the Sahara during the final months of the Algerian War, where, as a member of a team of scientists, he was charged with calculating the size of the mushroom cloud and the potential range of fallout from France’s first nuclear test. Along the way we are treated to brief biographies of Francois Le Lionnais, one of the founders of the Oulipo, and of the “many-headed monster” Nicolas Bourbaki, the pseudonym for a collective of mostly French mathematicians whose revolutions in set theory, algebra, and topology inspired an almost religious fervor in Roubaud’s classmates.

A: A book referencing 12 short biographies of contemporaneous mathematicians is the book recently published in France, Parcours de mathématiciens, see there.
If I may give my opinion about the origins of this thread : of course autobiographies of mathematicians can help to understand some shards of lost history of mathematics or evolution of mathematical ideas. Autobiography is for long a pure literary work (memories are the more historical equivalent) due to his inherent difficulties (autobiographical pact, expression, retrospection), and hence less practiced by scientist who were, during the XIXth century and before, mainly philosopher, professor or technical worker, less interested in this king of difficulties than literature author, artists or theologist.
But if it is the aim of all that, there is no need to search only among autobiographies (event if their focus on personal history and feelings could help to understand the influence of all that on ideas, what is usually done for artists but not for scientist). Indeed, as lots of scientist were interested in philosophy, they used to write about the meanings and impacts of their works and ideas. Principally during the post-enlightenment.
Some examples, I will complete with some others when I will be back home, that are often included in mathematical works, for instance in introductions :

*

*Dedekind, Was sind und was sollen die zahlen (What are numbers and what should they be?), developing his own vision of what a number is and its differences with the notion of measure

*Hankel, Vorlesungen uber die complexent zahlen une ihre fonctione, who develop all his philosophy of the principle of forms in science

*Grassmann, Ausdehnunglehre, who thought a lot about the generalization mechanism, mainly concerning numbers

*Lagrange wrote letters during his whole life in order to remain in contact with the most mathematicians possible, there is there myriad of fascinating discussions and debates on different points fo view

*Galois have wrote no autobiography, but his letters are very personal and rich, not only the overstudied very last one.

For limiting myself to the XIXth.
Moreover, all the books mathematicians write about what they do are also part of their autobiographies, in the sense that it really show what they think, maybe even more than in an autobiography, restricted by the usually chosen chronological order. Henceforth, to some extent, history of mathematics is made less by writing about his life than writing about his ideas. And for that, there are plenty of works, mainly since the XVIIIth.
A: A more recent addition to the genre is Ted Hill, Pushing Limits: From West Point to Berkeley & Beyond. The blurb says,
Pushing Limits: From West Point to Berkeley and Beyond challenges the myth that mathematicians lead dull and ascetic lives. It recounts the unique odyssey of a noted mathematician who overcame military hurdles at West Point, Army Ranger School and the Vietnam War, and survived many civilian escapades—hitchhiking in third-world hotspots, fending off sharks in Bahamian reefs, and camping deep behind the forbidding Iron Curtain. From ultra-conservative West Point in the ’60s to ultra-radical Berkeley in the ’70s, and ultimately to genteel Georgia Tech in the ’80s, this is the tale of an academic career as noteworthy for its offbeat adventures as for its teaching and research accomplishments. It brings to life the struggles and risks underlying mathematical research, the unparalleled thrill of making scientific breakthroughs, and the joy of sharing those discoveries around the world. Hill's book is packed with energy, humor, and suspense, both physical and intellectual. Anyone who is curious about how one maverick mathematician thinks, who wants to relive the zanier side of the ’60s and ’70s, who wants an armchair journey into the third world, or who seeks an unconventional view of several of society's iconic institutions, will be drawn to this book.
A: From the famous scientific magazine Uspekhi Matematicheskikh Nauk of USSR:

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*Pavel S. Aleksandrov - Pages from an autobiography


*Pavel S. Aleksandrov - Pages from an autobiography II


*Andrei N. Kolmogorov - Letters of A. N. Kolmogorov to A. Heyting


*Sergei M Nikol'skii - Aleksandrov and Kolmogorov in Dnepropetrovsk (neither an autobiography nor a correspondence but very interesting document)
A: Ulam : Adventures of a mathematician
My memory is that it is full of amusing Von Neumann stories.
A: Here are a few:
Girolamo Cardano: The Book of My Life.
(trans. by Jean Stoner. New York: New York Review of Books, 2002)
Norbert Wiener's two volumes
Ex-Prodigy: My Childhood and Youth. (MIT Press 1953)
and
I am a Mathematician. (Gollancz 1956)
Richard Bellman: Eye of the Hurricane (World Scientific 1985)
Laurent Schwartz: A Mathematician Grappling with His Century (Birkhäuser 2001)
Addition. I don't know of any full length autobiography by a 19th century
mathematician, but Eisenstein wrote a short autobiography:
"Eine Autobiographie von Gotthold Eisenstein." In Eisenstein, G. Mathematische Werke, Band II. New York: Chelsea, pp. 879-904. 1975.
Further addition. There is an English translation of Eisenstein's autobiography
here.
A: Récoltes et semailles, by Alexander Grothendieck (available at the Grothendieck circle), might be considered as an autobiography. 
A: A mathematician's apology by Hardy contains many autobiographical anecdotes about his life and may be could count as a autobiography in some sense.
A: *

*Andre Weil's The Apprenticeship of a Mathematician

*Marc Kac's Enigmas of Chance: An Autobiography
A: Do not miss Halmos' Automathography : I Want to Be a Mathematician. Halmos was a master writer, extremely entertaining.
A: Eine Frau und die Mathematik 1933--1940: der Beginn einer wissenschafltichen Laufbahn by Hel [Helene] Braun. (My translation of the title: A Woman and Mathematics: 1933--1940: the Beginning of a Scientific Career)
Helene Braun (1914-1986) was a number theorist (thesis under Siegel, 1937, in Marburg)  Later she worked at Göttingen, IAS Princeton, and mainly Hamburg (from the 50s until her retirement).
A: You can't miss Goro Shimura's, The map of my life !
A: Hugo Steinhaus: Wspomnienia i zapiski (Memories and notes), (published posthumously in Wrocław, 2002, 1st edition by Aneks, London, 1992).
To my knowledge, not available in English, but there is a German translation:
Erinnerungen und Aufzeichnungen, Neisse-Verlag, 2010
Personal life, mathematics (with motivation and solution of some problems), interaction with other mathematicians (including Stefan Banach, Bronislaw Knaster, but also Steinhaus's students Stanislaw Ulam  and Marek Kac, whose autobiographies are listed here, and many others), academic environment in Poland, World Wars I and II, rebuilding of Western Borderlands after 1945- very engaging and insightful (if sometimes opinionated) writing, little "navel-gazing". And not so easy to google up if you did not already know about it, even if you read Polish.
Updated in 2020: After this answer was posted, an English translation appeared (not that soon):
Mathematician for All Seasons: Recollections and Notes, Birkhäuser
Volume 1 (1887-1945) (Vita Mathematica 18),  2015
Volume 2 (1945-1968)
Vita Mathematica 19, 2016
ISBN:
9783319231013
Translated by Abe Shenitzer, edited by  Robert G. Burns, Irena Szymaniec, and  Aleksander Weron.
A: Leonhard Euler's autobiography, here
A: Not exactly an autobiography but entertaining and with some autobiographical comments is J.E. Littlewood's "A mathematician's miscellany".  
A: The most recent must be Cédric Villani: Théorème vivant (Grasset 2012), available by Aug 22nd !!!
Edit. Does D. Knuth Things a computer scientist rarely talks about qualify ?
A: 19th century as requested:

*

*Charles Babbage, Passages from the life of a philosopher, 1864.


*George Biddell Airy, Autobiography of Sir George Biddell Airy, 1896.
French scientists often wrote (and still write), not full-fledged autobiographies but comprehensive “Notices sur les travaux scientifiques” as candidates to the Academy of Sciences: Darboux (1884), Poincaré (1886, updated in 1901), Picard (1889), Appell (1892), Goursat (1900), Painlevé (1900),
Fatou (1929).
20th century, another:

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*Hans Freudenthal, Schrijf dat op, Hans. Knipsels uit een leven (Write that down, Hans. Excerpts from a life). Amsterdam: Meulenhoff, 1987.

A: *

*Walter Rudin:
So hab ich's erlebt. [The way I remember it] From Vienna to Wisconsin—memoirs of a mathematician. Translated from the 1997 English original by Ina Paschen with the assistance of the author. R. Oldenbourg Verlag, Munich, 1998.


*Walter Hayman,
My background and early life. Comput. Methods Funct. Theory 8 (2008), no. 1-2, xi–xxvi. Later expanded to the book: Walter Hayman, My life and functions, Logic Press, Kildare, Ireland, 2016.
Remark. I read many autobiographies, including some unpublished (for example, by Wolfgang Wasow). The most interesting, on my opinion, are those of Andre Weil and Laurent Schwartz (mentioned in other answers).
A: Random Curves: Journeys of a Mathematican by Neal Koblitz. 
Excerpt from the publisher's description: 

Besides his own personal career in mathematics and cryptography, Koblitz details his travels to the Soviet Union, Latin America, Vietnam and elsewhere; political activism; and academic controversies relating to math education, the C. P. Snow "two-culture" problem, and mistreatment of women in academia.

A: *

*Freeman Dyson, Disturbing the Universe

*For 19th century, I've been wanting to read Science and Hypothesis by Henri Poincaré.  Not exactly autobiography but he apparently discusses mathematical creativity in it, via analyzing his own thought processes.

*Gian-Carlo Rota (1996) Indiscrete Thoughts is probably interesting.  I haven't read it yet either.
A: I think the book The shape of inner space by S.T. Yau with S. Nadis counts too, since more than half of it is an autobiography of Yau (and the other half discusses the implications of his research for string theory).
A: Saunders MacLane's and a review in the Notices of the AMS.
A: Paul Lévy, Quelques aspects de la pensée d'un mathématicien, Paris, 1970
He deals with his autobiography, and his philosophy of mathematics.  It is not (or at least was not 20 years ago when I was writing Classics on Fractals) translated into English.
