Thayer is best known for his book "Casey at the Bat".
- Casey at the Bat (1888)
- From Poorhouse to Pulpit (1889)
- The Confessions of a Convict (1891)
- Out of the Slums (1892)
- Jack the Giant-Killer (1894)
- Bible Stories and Poems (1895)
- The Child's Book of Nature (1896)
- The Story of Christopher Columbus (1898)
- Around the Hearth-Fire (1901)
- Our Country's Story (1902)
- The History of the United States for Young People (1903)
- The Story of George Washington (1904)
- The Story of Abraham Lincoln (1905)
- The Story of Patrick Henry (1906)
- The Story of Thomas Jefferson (1907)
- The Story of Benjamin Franklin (1908)
- The Story of Daniel Webster (1909)
- The Story of Theodore Roosevelt (1910)
- The Story of Woodrow Wilson (1912)
- The Story of Warren G. Harding (1923)
- The Story of Calvin Coolidge (1925)
- The Story of Herbert Hoover (1929)
- The Story of Franklin D. Roosevelt (1933)