Inspired by Theocritus’s post, I’m listing here some resources to learn Ancient Greek in Ancient Greek:
Διονυσίου τοῦ Θραικὸς τέχνη γραμματική
Theodosii Alexandrini Grammatica
Γραμματικὴ Κωνσταντίνου Λασκάρεως
Ἡ κατ’ἐπιτομὴν γραμματικὴ ὑπὸ Νεοφύτου Δούκα.
Do you have more to suggest? I limited myself to books printed in the XIX century and later, since I found more complex ligatures in earlier books hard to decipher.
Bedwere, Could you give a description of these links?
I’m not a scholar, just an amator, but here you are! 
Dionysius Thrax provided “Art of Grammar”, the first extant Greek grammar (1st Century B.C.). Here are collected scholia to his work.
Theodosius of Alexandria was a IV century A.D. grammarian. Scholia by the 9th-century Byzantine grammarian George Choiroboskos.
Constantine Lascaris (1434 – 1501) was a Byzantine scholar who lived in exile after the fall of the city. There’s also another famous grammar by another Renaissance scholar Theodorus of Gaza (c. 1398 – c. 1475), but I couldn’t find a relatively easy to read edition of it.
Neophytos Doukas (1760-1845) was a Greek priest and an ultra-purist in the dispute in the Greek language question.