You can get the whole documentation of Coq in the tar file all-ps-docs.tar.

You can also get separately each document. The documentation of Coq
V8.0 is divided into the following documents :

     * Tutorial.ps: An introduction to the use of the Coq Proof Assistant;

     * Reference-Manual.ps:

       Base chapters:
       - the description of Gallina, the language of Coq
       - the description of the Vernacular, the commands of Coq
       - the description of each tactic
       - index on tactics, commands and error messages

       Additional chapters:
       - the extended Cases (C.Cornes)
       - the coercions (A. Saïbi)
       - the tactic Omega (P. Crégut)
       - the extraction features (J.-C. Filliâtre and P. Letouzey) 
       - the tactic Ring (S. Boutin and P. Loiseleur)
       - the Setoid_replace tactic (C. Renard)
       - etc.

     * Library.ps: A description of the Coq standard library;

     * rectypes.ps : A tutorial on recursive types by Eduardo Gimenez

Documentation is also available in the PDF format and HTML format
(online at http://coq.inria.fr or by ftp in the file doc-html.tar.gz).