I have just uploaded the plays of Shakespeare in .lrf format to http://www.falstaffshouse.com
I originally wanted to create one big lrf file, but the formatting I used was too much for the reader to process along with 10,000+ pages of text, so I broke the plays into comedies, tragedies, and histories. These lrf files were created using the XML text cited on the web page and are freely distributable.
The lrf files have only been tested on the PRS-500. I should also mention that they were created with new software that I wrote, so please report any problems you encounter while reading them. I have been reading them with no problems, but I'm just a sample of one...