Professor Tyler Cowen, who runs the popular Marginalrevolution blog says the era of classical economists ends in 1871 and lists out 8 books on Classical economics for students of undergraduate economics:

1. Adam Smith, Wealth of Nations.
2. David Hume, Economic essays.
3. David Ricardo, Principles of Political Economy, the first six chapters.
4. The early marginalists such as Samuel Bailey on value and Mountifort Longfield on price theory.
5. Thomas Robert Malthus's books on population and Principles of Political Economy.
6. Essays from the Edinburgh Review.
7. John Stuart Mill: Autobiography and Some Essays on Unsettled Questions in Political Economy.
8. Marx: The 1844 manuscripts.

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