National Geo has a list of the 100 greatest adventure books of all time.
It's a pretty comprehensive list, but it omits two of the my favorites: On the Border with Crook by John Gregory Bourke and Albert Dean Richardson's The Secret Service, the Field, the Dungeon, and the Escape and Beyond the Mississippi, From the Great River to the Great Ocean.
Bourke was a captain in the Third Cavalry, and ADC to General George Crook; On the Border details their experiences in Arizona, the Dakotas and the Battle of the Rosebud, among other adventures. Bourke had an excellent eye for the trivial, and his descriptions of every-day life in dusty Arizona garrisons is unmatched elsewhere. His descriptions of 1870s Tucson are particularly priceless.
Richardson was a true adventurer; prior to the War for Southern Secession, he traveled across the Trans-Mississippi West, dodging Indians, thirst, Sodbusters and um, those troublesome guys in Kansas who had a colorful nickname I can not at this moment remember. During the War, he was a journalist who got himself captured by the Rebs, ended up in Libby Prison (I think it was), from which he made the daring escape referred to in his title. Then, after the War, Richardson got caught up in a love-triangle that resulted in his murder by a jealous husband, who, after a sensationalistic trial, was found not guilty by reason of insanity.
And it's impossible to take any such list seriously when it omits the two most important adventure books ever written. I mean, of course, Across the Andes by Frog and There and Back Again.