The Origin and History of the First or Grenadier Guards by Lieutenant General Sir F. W. Hamilton, KCB, London, 1874, in 3 volumes:

View online:
Volume 1 : https://archive.org/details/originhistoryfi03hamigoog
Volume 2 : https://archive.org/details/originhistoryfi01hamigoog
Volume 3 : https://archive.org/details/originhistoryfi02hamigoog

Download (PDF):
Volume 1 : http://www.firstguards.org/docs/origin_history_foot_guards_vol1.pdf
Volume 2 : http://www.firstguards.org/docs/origin_history_foot_guards_vol2.pdf
Volume 3 : http://www.firstguards.org/docs/origin_history_foot_guards_vol3.pdf