Many of the books that Frank created artwork for can be found, in their entirety, at archive.org Below is a listing of many of them..
The Gateway To Spenser. Tales retold by Emily Underdown from "The faerie queene" of Edmund Spenser (1913)
The Pilgrim's Progress (1910)
The Diamond Fairy Book (1911)
The Story Without An End (1913)
The Russian story book : containing tales from the song-cycles of Kiev and Novgorod and other early sources (1916)
Additional books illustrated by Frank can be found on his Wikipedia page.