Electromagnetism
Jackson: Classical Electrodynamics - Treatment of Bessel function not found in most other texts, more comprehensive than Griffiths. The standard reference for classical electrodynamics.
Griffiths: Introduction to Electrodynamics - Solid introduction to electrodynamics. Used in 8.07 at MIT with some references to Jackson.
Schwinger: Classical Electrodynamics and Particles, Sources, and Fields
Quantum Optics
Wolf: Introduction to the Theory of Coherence and Polarization of Light - Brief introduction to some specialized topics.
Goodman: Fourier Optics
Mandel and Wolf: Optical Coherence and Quantum Optics - The "bible" of quantum optics.
Loudon: The Quantum Theory of Light - Offers the basics, but will need extra references for the gritty details
Glauber: Quantum Theory of Optical Coherence
XFELs
Saldin: The Physics of Free Electron Lasers
Philip Willmott: An Introduction to Synchrotron Radiation - Focus on application rather than theory, brief and to-the-point.
Quantum Mechanics
Griffiths: Introduction to Quantum Mechanics - Too brief usually, but everyone starts here.
Landau and Lifshitz: Quantum Mechanics - Non-Relativistic Theory
Quantum Field Theory
Dirac: The Principles of Quantum Mechanics
Peskin and Schroeder: An Introduction to Quantum Field Theory - Standard reference for QFT
Lifshitz: Quantum Electrodynamics
Particle Physics
Griffiths: Introduction to Elementary Particles
Quantum Chemistry
Szabo and Ostlund: Modern Quantum Chemistry - Focused on electronic structure theory
Cramer: Essentials of Computational Chemistry - Explanation and application of common models with case-studies
Cramer: Essentials of Computational Chemistry - Explanation and application of common models with case-studies
Jensen: Introduction to Computational Chemistry - Same as Cramer but with more focus on computational details
Craig and Thirunamachandran: Molecular Quantum Electrodynamics
Condensed Matter
Ashcroft and Mermin: Solid State Physics - The go-to reference
Altland and Simons: Condensed Matter Field Theory
Ohring: Materials Science of Thin Films
Superconductivity
Tinkham: Introduction to Superconductivity
Annett: Superconductivity, Superfluids, and Condensates
Mathematics
Algebra:
Strang: Linear Algebra and Its Applications - Used by 18.06 at MIT
Artin: Algebra - Artin's 18.701 book is more physics-oriented than most algebra books and the chapter on representation theory is just what a physicist needs.
Dummit and Foote: Abstract Algebra
Gallian: Contemporary Abstract Algebra
Lorenzo Sadun: Applied Linear Algebra
Topology
Munkres: Topology
Differential Equations
Evans: Partial Differential Equations
Simmons: Differential Equations with Applications and Historical Notes
Strauss: Partial Differential Equations
Brauer: The Qualitative Theory of Differential Equations
Simmons: Differential Equations with Applications and Historical Notes
Strauss: Partial Differential Equations
Brauer: The Qualitative Theory of Differential Equations
Hirsch: Differential Equations, Dynamical Systems, and an Introduction to Chaos
Analysis
Rudin: Principles of Mathematical Analysis
Apostol: Calculus
Ablowitz and Fokas: Complex Variables - It's a huge book and I've only used it as a reference, but anything you might need involving complex analysis is in here somewhere.
Calculus of Variations
Geland: Calculus of Variations
Forsyth: Calculus of Variations
Mathematics in Physics
(A useful, free online resource: http://www.physics.miami.edu/~nearing/mathmethods/)
Byron and Fuller: Mathematics of Classical and Quantum Physics
Fleisch: Div, Grad, Curl and All ThatByron and Fuller: Mathematics of Classical and Quantum Physics
Schwichtenberg: Physics from Symmetry - A really great book for introducing Lie groups and their applications to a bunch of different fields in physics.
Jeevanjee: Tensors and Group Theory for Physicists
Stillwell: Naive Lie Theory
These would be helpful for 8.033 and anything involving Lie groups, requires only 18.03 as background. They introduce the Lie stuff with a more physical and mathematical bent respectively but are written in a super casual and friendly style. In particular they staunchly avoid any differential geometry, everything here is plain old matrix multiplication.
David Skinner: Mathematical Methods - These are the lecture notes for a sophomore-level course at Cambridge. It's also relatively easy reading, requiring just 18.03; it taught me where all those weird orthogonal polynomials come from and what Green's functions are.
Zee: Group Theory in a Nutshell for Physicists - I really enjoyed Zee; it runs through a ton of group theory with minimal math prerequisites and a super casual style, showing by example. Without a proof anywhere in sight, he manages to get to grand unification in just a few hundred pages.
Schutz: Geometrical Methods of Mathematical Physics
Baez: Gauge Fields, Knots, and Gravity
Kobayashi and Nomizu: Foundations of Differential Geometry
Choquette-Bruhat and Morette: Analysis, Manifolds, and Physics
Arnold: Mathematical Methods of Classical Mechanics - A manifold underpinning of Lagrangian and Hamiltonian mechanics - less of a methods, more of a theory.
Kentaro Hori: Mirror Symmetry - The first half discusses algebraic geometry and toric geometry and I would highly recommend it if you are interested in String theory.