Currently available editions in print... ask booksellers? Or maybe a library in your neighbourhood has them. The one I have is a translation of the 1839 Arabic Calcutta edition into German, called 'Die Erzählungen aus den Tausendundein Nächten' in 12 volumes. Texts available online:
Article in the wikipedia on his life, travels and works.
Free ebooks written or translated by Burton. Of erotic interest are his translations of the Kama Sutra of Vatsyayana (but it has now been superseded by newer translations), and The Perfumed Garden by Shaykh Nefwazi. Their 1001 Nights edition has endnotes on the last pages of each volume, which is inconvenient to access but they are there. I don't know whether they are complete.
http://www.wollamshram.ca/1001/index.htm provides the footnotes when you click on one of the [FN#] in the text. They appear at the bottom of the page, which is very convenient. 'Other works by, about, and related to Richard Burton' on this site has a selected bibliography with links to various online editions.
I think however that his comments in the 1001 Nights must be taken with a grain of salt... I don't doubt his vast experience and erudition, but he did tend to make sweeping generalisations. And though he was in many respects exceptional, he was a child of his era as we are of ours. Nonetheless, the notes make the tales much more fun to read, so it's great that they have been included!





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