If you are looking for violin sheet music to expand your repertoire without breaking your budget, you have several legal options.
The first thing you ought to know about sheet music is that most arrangements are protected by copyright. Yes, most music known by the catch-all term "classical" was written before 1923 and now is "public domain" in the United States. That means the music is owned by no one, and can be freely copied and performed without having to pay royalities to the composer or his estate.
But even though musical compositions might be public domain, many arrangements of those works were published in 1923 or later and are protected by copyright. That means you cannot legally post or download them online without permission of the copyright owner.
Fortunately, there are other options for violin students and professionals.
Start by looking at your local library. Even if your neighborhood branch does not stock sheet music, many metropolitan libraries have sheet music collections, which you can request and have sent to your local branch. Ask a librarian about sheet music collections, what they have, and how you can borrow music from the library.
If you are fortunate enough to live near a college or university, ask about sheet music collections there, too. Some schools, especially state schools, have arrangements to allow local residents to check out materials from their libraries, including their music libraries. It never hurts to ask.
Do keep in mind, however, that good parts are expensive for a reason. The public domain parts you will find for free usually include editing marks from early in the last century. That may be fine for some Romantic works, but the approach to Baroque and Classical period works is so different today than even 30 years ago that you'll be getting a fairly obsolete and stylistically anachronistic piece of music. If you calculate the hours you'll devote to preparing a work, the price of even the more expensive editions often seems reasonable.
If you need online music, a few websites offer free -- and legal -- downloads of sheet music, too. The Gutenberg Project archives public domain content from books to sheet music. The music collection there includes mostly chamber music. You can also check SibeliusMusic, a large collection of sheet music in Sibelius/Scorch format. Many pieces are available for free and immediate print. Also Sheetmusic archive can be a good starting point.
You can download free violin sheet music with midi previews for a variety of songs, like Blackberry Blossom, Scarborough Fair, Pachelbel Canon, Canon in D, The Devil Went Down To Georgia, Jesu, Joy of Man's Desiring, Star Wars, Amazing Grace, Panis Angelicus, Greensleeves and more at Free Violin Sheet Music Previews
SheetMusicFox thousands of free sheet music titles all in the public domain, with a very useful search engine.
Werner Icking Music Archive, public domain works in .pdf (not easy to search, but if you've got some time to browse, there's a lot of stuff there).
FreeScores.com, a sheet music directory of public domain works, searchable by instrument.
Virtual Sheet MusicÆ is where you can legally download free classical sheet music for piano, guitar, violin, flute, trumpet and more musical instruments and ensembles for a flat annual Membership fee. It has also a conspicuous repertoire of violin sheet music.
If you have software to convert MIDI files to sheet music, there are TONS of sheet music here
If you're looking for software to convert midi music to digital sheet music, try the free 30 day trial from MidiNotate at Make Your Own Sheet Music.
The Mutopia Project has a number of violin works in its collection, which can be downloaded in PDF and several other formats, edited, printed, and copied for free. Most works are public domain.
DrFeezell.com has a number of free and low-cost classical violin scores. Click "Sheet Music Store", then browse the catalog on the left.
Also International Music Score Library Project is a great source for huge amount of public domain scores well categorized by names and periods. This site is back up!
Free Music Library is also good with lots of Mozart chamber music and more.
There are also many good sites for folk and traditional sheet music which you can download legally for free. Here are some, with comments.
Richard Robinson's Tunebook Search (extensive collection, well indexed)
Contemplator Folk Music (music of England, Scotland, Wales, Ireland and America)
http://www.kitchenmusician.net/pages/kmmusicbyorigin.html (Celtic-Scots, Celtic-Irish, North American, English, French and Scottish Fiddle)
Old Music Project (very large, authoritative source for Irish tunes)
If you are willing to spend a couple dollars, you can also visit Every Note, which features practically the entire violin repertoire (and some other instruments) for around 2-4 dollars.
Tarakanov.net is the most famous russian music sheets Archive (in Russian).