\documentclass{article}
\usepackage{longtable}
\begin{document}
\begin{longtable}{lll}
\caption{The ISOGRK3 entity set}\\
\bfseries Entity&\bfseries Unicode Name&\bfseries Unicode\\ \hline
\endfirsthead
\bfseries Entity&\bfseries Unicode Name&\bfseries Unicode\\ \hline
\endhead
\hline \multicolumn{3}{r}{\emph{Continued on next page}}\\
\endfoot
\hline
\endlastfoot
alpha  & GREEK SMALL LETTER ALPHA      & 03B1\\
beta   & GREEK SMALL LETTER BETA       & 03B2\\
chi    & GREEK SMALL LETTER CHI        & 03C7\\
Delta  & GREEK CAPITAL LETTER DELTA    & 0394\\
delta  & GREEK SMALL LETTER DELTA      & 03B4\\
epsi   & GREEK SMALL LETTER EPSILON    & 03B5\\
epsis  & GREEK LUNATE EPSILON SYMBOL   & 03F5\\
\end{longtable}
\end{document}
