The longtable package defines an environment that has most of the features of the tabular environment. In addition however, tables may be broken by TeX’s standard page breaking algorithm. Furthermore, it uses the same counter “table” as the table environment and has a \caption{...} command. Finally, “longtables” will be listed in the list of tables produced by \listoftables.
So let’s get started:
\usepackage{longtable}
Now, other than for single page tables, there a a few additional commands which define the headings and captions:
\endfirsthead: Line(s) to appear as head of the table on the first page\endhead: Line(s) to appear at top of every page (except first)\endfoot: Last line(s) to appear at the bottom of every page (except last)\endlastfoot: Last line(s) to appear at the end of the table
Complete code example:
\documentclass[12pt]{article}
\usepackage{longtable}
\begin{document}
\begin{center}
\begin{longtable}{|c|c|c|c|}
\caption{A simple longtable example}\\
\hline
\textbf{First entry} & \textbf{Second entry} & \textbf{Third entry} & \textbf{Fourth entry} \\
\hline
\endfirsthead
\multicolumn{4}{c}%
{\tablename\ \thetable\ -- \textit{Continued from previous page}} \\
\hline
\textbf{First entry} & \textbf{Second entry} & \textbf{Third entry} & \textbf{Fourth entry} \\
\hline
\endhead
\hline \multicolumn{4}{r}{\textit{Continued on next page}} \\
\endfoot
\hline
\endlastfoot
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 \\
\end{longtable}
\end{center}
\end{document}
The \multicolumn command may be used in longtable in exactly the same way as for tabular. When using the multicolumn command, you may need to run your code through LaTeX several times. The documentation shows an example that only looks right after four passes. Furthermore, both portrait and landscape tables are possible.
The complete longtable package documentation can be found here.