The Upanishads were written between 800 B.C. and 400 B.C., which are a continuation of the Vedic philosophies.  They elaborate on how the soul (Atman) can be united with the ultimate truth (Brahman) through contemplation and meditation, as well as the doctrine of Karma – the cumulative effects of a person’s actions.

The Upanishads  (Sacred Books of the East, vols. 1 and 15):

The Upanishads, Part I (SBE 1)
The Chandogya, Talavakara, Aitreya-Aranyaka, the Kaushitaki-Brahmana, and the Vajasaneyi Samhita Upanishads, translated by Max Muller (1879).

The Upanishads, Part II (SBE 15)
Katha, Mundaka, Taittiriyaka, Brihadaranyaka, Svetasvatara, Prasna, and Maitrayana Brahmana Upanishads, translated by Max Muller (1884)

Thirty Minor Upanishads
Thirty shorter Upanishads, principally dealing with Yogic thought and practice, by K. Narayanasvami Aiyar ( 1914).

From the Upanishads
Translations from the Katha, Prasna, and Chandogya Upanishads, translated by Charles Johnston (1889).

Related Recommended Reading:

Vedas

The Hindu Epics

Puranas

Vedanta

Other Primary Hindu Texts

Later Hindu Texts

Modern Hindu Books