Probably most of the works from Oskar Perron. It has been mentioned already Die Lehre von den Kettenbrüchen, both volumes, but we could also ask for Irrationalzahlen or any of the other works from Perron.
Also worth being mentioned, for applied mathematicians, are the works of Grigory Isaakovich Barenblatt, previous to 1994; this is because Barenblatt has consistently worked about scaling phenomena, but from about the beginnings of the 1990's he began to do it on his own, whereas earlier work includes the participation of other marvelous mathematicians, like Z'eldovich; or even works on his own, but it is interesting to compare the evolution of his ideas. So, the name of books with his participation previous to the 1990's, and to my knowledge, not translated into English:
* Ja, B Zeldovich, G. I. Barenblatt, V. B. Librovich, G. M. Maxvikadze "Matematicheskaja teorija gorenija i vsriva", 1980
* G. I. Barenblatt, "Podobie, avtomodelnoct, promezhutochnaja asimptotika: teorija i prilozhenija k geofizicheskoi gidrodinamike", 1982
* A. P. Licitsin, G. I. Barenblatt "gidrodinamika i osadkoobrasovanie", 1983
* G. I. Barenblatt, V. N. Entov, V. M. Rizhik, "Dvizhenie zhidkocteii i gazov v prirodnix plactax" 1984
* G. I. Barenblatt, "Analiz razmernosteii" . Uch. pos. M.: MFTI, 1987. 168 с. (I think this last work made it to English under the translation as "Dimensional Analysis", but in that case I saw it only once, at the library of the Department of Applied Mathematics and Theoretical Physics -DAMTP-of Cambridge, UK, many years ago and is likely out of print anyway, plus the edition, to my knowledge was not revised; on top of that, DAMTP changed from Silver Street to Wilberforce road, and I have no idea if that book survived the moving, if indeed was at that library).

Notice also, that in the Nachlass (the collection of manuscripts, left after the death of an academician, and of course in particular a mathematician) of people like Bernhard Riemann or Ernst Zermelo, there might be still some untranslated documents, but then again they also need to be interpreted in a way that could be meaningful, and this because they are not finished, published or even unpublished works, but sketches of something not fully developed.

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