An unannotated version of the Federal Rules of Appellate Procedure (FRAP) is posted free online and in ebook by the Legal Information Institute and is republished in the Federal Court of Appeals Manual. Annotated versions are published at the end of Title 28 of the United States Code Annotated (USCA) and the United States Code Service (USCS).
Unannotated editions are also published in the softcover O'Connor's Federal Rules: Civil Trials (Jones McClure Publishing), Federal Civil Judicial Procedure and Rules (West) and the first Moore's Federal Rules Pamphlet that comes with the big Moore's Federal Practice set (Lexis/Matthew Bender).
Local Rules: The Local Rules of the various Circuit Courts are generally posted free on the relevant court's Web site. You can link to these rules directly through the LLRX Court Rules, Forms and Dockets database. The Local Rules are also published in the "Local Rules" volume of the Federal Court of Appeals Manual (West).