At least two volumes of archival versions of Donald Knuth's papers, Selected Papers on Discrete Mathematics and Selected Papers on Analysis of Algorithms, are kept in Penn's Van Pelt library, which for the most part houses the humanities and social science collections. (This occurred to me while I was going to the library today to pick up the second of these.)
Of course, the journals in which these papers were originally published, and his other books, are for the most part in the Math, Physics, and Astronomy library, which isn't important enough for any rich benefactor to have the naming rights to. (Are you wondering why those three subjects share a library? I think it's because they share a building.) I know for sure that Mathematics for the Analysis of Algorithms, Concrete Mathematics, and The Art of Computer Programming live in the math library. (Okay, to be totally honest, the library's copy of Concrete Mathematics lives in my apartment.)
I suspect this is because books of "selected papers" are seen as historical documents; the books on mathematics, broadly defined, that are shelved in Van Pelt are books on the history of mathematics, mathematics education, the philosophy of mathematics, etc.