- History Of The House Of Austria
- Account of the Russian Discoveries between Asia and America, to which are added The Conquest of Siberia and the History of the Transactions and Commerce between Russia and China
- A letter on the secret tribunals of Westphalia, addressed to Elizabeth, Countess of Pembroke.
- Catalogue of the Manuscripts in the Possession of the Earl of Hardwicke
- Lettres De M. William Coxe A M. William Melmoth, Partie 2: Sur L'Etat Politique, Civil Et Naturel De La Suisse (1781)