Alan Genz's homepage - Multi-dimensional integration, particularly for statistical applications.
CUBPACK - Fortran 95 code for automatic integration of functions over one or more-dimensional regions.
Quadpack - Package for the numerical computation of definite one-dimensional integrals.
UNSW Applied Mathematics - McLean - Sake is a Fortran 95 library that generates special-purpose, 4D quadrature rules used in boundary element computations for integral equations on surfaces. Gaussquad provides a Fortran 95 module that generates all of the classical Gauss quadrature rules, including the Radau and Lobatto variants.
