CUBPACK - Fortran 95 code for automatic integration of functions over one or more-dimensional regions. - http://www.cs.kuleuven.be/~nines/software/CUBPACK/
UNSW Applied Mathematics - McLean - Sake is a Fortran 95 library that generates special-purpose, 4D quadrature rules used in boundary element computations for integral equations on surfaces. Gaussquad provides a Fortran 95 module that generates all of the classical Gauss quadrature rules, i - http://web.maths.unsw.edu.au/~mclean/
Quadpack - Package for the numerical computation of definite one-dimensional integrals. - http://www.netlib.org/quadpack/