Your copy of gnuplot documentation

First of all, gnuplot documentation should (must!) be included in your proper gnuplot installation. Consequently, you will find on your hard disk these files:

gnuplot.gih — on almost all platforms: this is the file from which the help commands get their help
gnuplot.info on Unixes
gnuplot.inf and gnupmdrv.inf on IBM OS/2 and eComStation
gnuplot.hlp on MS Windows

Additinally, you may have installed hypertext gnuplot.pdf documentation.
And definitely there is also the FAQ file with Frequently Asked Questions.

Official gnuplot online documentation

The following official documentation is available online:

Version 4.2 Documentation in HTML format.
Version 4.2 Documentation in PDF format.
Version 4.0 Documentation in HTML format.
Version 4.0 Documentation in PDF format.

Official gnuplot reference card and tutorial

The following documents from gnuplot distribution are available online:

Gnuplot reference card (version 4.0): gpcard.ps.gz and gpcard.pdf.
LaTeX and the Gnuplot Plotting Program: tutorial.ps.gz and tutorial.pdf.

Official gnuplot online FAQ

The following official gnuplot FAQ (Frequently Asked Questions) is available online:

FAQ.

Note: see also the "unofficial" Not so FAQ.

Your copy of gnuplot documentation

Official gnuplot online documentation

Official gnuplot reference card and tutorial

Official gnuplot online FAQ

Other available documentation