This Google Spreadsheet has a complete list of the track titles for all four volumes of The Story of the World. You can copy/paste it into your own preferred format, or you can use this to create a tab-delimited file to download the information into iTunes or another media management system.
Please note that we send you four zip folders containing all the MP3 files each volume of The Story of the World. (Zipping the files together makes for quicker downloading.) Phones and other non-PC devices can't download zipped files, so please download them to a laptop or a desktop first, and then move the MP3 files to your preferred device. You can read more about that process in this Help Center article.