The Internet Music Score Library Project / Petrucci Music Library, generally know as IMSLP, is a huge library of scanned public domain music. In most countries, music and other publications pass into the public domain 70 years after the death of the composer/author so most of pre-20th century music and a fair bit of 20th century music is freely available to download and print.
The rules are slightly different in the US, so what is legal in the US may not always be legal in the UK and Europe. Usually there are warning if this is the case.
Downloading from IMSLP is simple enough, but if you are not a subscriber there are a few hoops to jump through.
First find the piece you are looking for. Generally Google will find it for you if you just search for composer and name of piece and imslp. e.g. “grieg symphonic dances imslp”. The link will take you to a summary page with recordings, scores and parts. Scroll down to Sheet Music.

Next click on the Parts tab to see available parts.

Usually it will show the first part and underneath that a link saying something like 12 more. Click on the 12 more link to see the rest if yours is not shown.

Click on the download arrow on the left of your part. Now comes the confusing bit.

The download page often has an advert at the top which may include wording intended to make you click on the advert button. Don’t do that! Look further down below the disclaimer to where it says I accept this disclaimer. Continue to download file. Click on that link instead.

The next page may also include an advert at the top and a message saying Your download will continue in 15 seconds. Nothing seems to be happening, but the 15 second timer is counting down. When it gets to zero the screen will change to this one (also with advert):

The Click here to continue your download link is the final step. Click on that and your part will be downloaded to your computer.
Subsequent downloads may skip the disclaimer page, but the other screens will still be there.
If you use this service a lot then consider a subscription, which will get rid of the ads and the waiting, as well as supporting the service.