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All major faiths have scriptures. The Buddhist Theravada Scriptures are called - in Pali - the Tipitaka.

The Tipitaka (Pali ti, "three," + pitaka, "baskets"), or Pali Canon, is the collection of primary Pali language texts which form the scriptural foundation of Theravada Buddhism. The Tipitaka  is a large collection of discourses, teachings and commentaries, which are highly regarded by those following the Buddhist path. 

They are not, however, regarded as 'sacred', perfect and complete descriptions of the truth. To view any scripture in this way is a form of idolatry. All books, texts, and bibles, however inspired, are human creations and subject to error and imperfection. Buddhist scriptures are to be used as reflections and pointers. They are being used correctly when they stimulate mindfulness, virtue and insight - when they lead to open and receptive states of mind rather than to unskillful mind states, such as greed, hatred and delusion.

The Pali Canon is a vast body of literature: in English translation the texts add up to several thousand printed pages. Much of the Pali Canon has  been published in English over the years. Some of these texts are available from this very useful site.

Although Buddhists refer to the Tipitaka as Buddha-vacana, "the word of the Buddha", there are texts within the canon either attributed to specific monks or related to an event post-dating the time of the Buddha or that can be shown to have been composed after that time. The first four nikayas (collections) of the Sutta-pitaka contain sermons in which the basic doctrines of the Buddha's teaching are expounded either briefly or in detail.

The three divisions of the Tipitaka are:

  • Vinaya Pitaka
    The collection of texts concerning the rules of conduct governing the daily affairs within the Sangha -- the community of bhikkhus (ordained monks) and bhikkhunis (ordained nuns). Far more than merely a list of rules, the Vinaya Pitaka also includes the stories behind the origin of each rule, providing a detailed account of the Buddha's solution to the question of how to maintain communal harmony within a large and diverse spiritual community.
  • Sutta Pitaka
    The collection of discourses, attributed to the Buddha and a few of his closest disciples, containing all the central teachings of Theravada Buddhism. 
  • Abhidhamma Pitaka
    The collection of texts in which the underlying doctrinal principles presented in the Sutta Pitaka are reworked and reorganized into a systematic framework that can be applied to an investigation into the nature of mind and matter.

  
For a taste of the Pali Canon try:

The Kalama Sutta - a well-known discourse which encourages us to really test religious teachings to determine whether they are beneficial.

The Mahamangala Sutta - what are the real blessings in life? Includes  Pali and English.