Purcell and Morin (2013) [The 3rd edition of the classic Morin with a lot more problems and solutions. Includes only electro- and magnetostatics. Unique for its derivation of magnetism from relativity.]
Feynman et al., The Feynman Lectures on Physics, Vol. 2 (2011) [Vol. 2 is the best of the Lectures.]
Griffiths (2012) [Standard UG textbook. Well-written and excellent for self-study. Use it for the first 7 chapters and the one below for the rest...]
Pollack and Stump (2001) [The 'dynamics' part is better than Griffiths.]
Zangwill (2013) [A rather new EM book. Harder than Griffiths but easier than Jackson. Quite tedious IMO.]
Jackson (1999) [The bible of EM! Difficult though...]
Landau et al., The Classical Theory of Fields (1980) [EM and GR as a classical field theory.]
Landau et al., Electrodynamics of Continuous Media (1984) [Tough!]
Feynman et al., The Feynman Lectures on Physics, Vol. 3 (2011) [A unique and rather conceptual introduction to QM.]
Griffiths (2004) [With the same style as in his EM book this is useful for self-study. However he did specifically say the book is about "how to do QM" so there's no deep discussion on QM's physical meaning or mathematical structure. More of an introduction to wave mechanics.]
Gasiorowicz (2003) [Broader than Griffiths but poorly written and not suitable for self-study IMO.]
Miller (2008) [Not written for the physicist but the clear writing makes it an easy book to start with!]
Park (2005) [A rather dated book republished by Dover in 2005.]
Bransden and Joachain (2000) [Very comprehensive but not demanding! Underrated IMO.]
Eisberg and Resnick (1985) [Verbose and lengthy. Not bad if you have the patience. Mainly about QM of atoms and molecules.]
Liboff (2002) [Don't be fooled by the title. This is definitely written for graduates. Nothing special except the last chapter on quantum computing.]
Zettili (2009) [A 'good' verison of Gasiorowicz.]
Cohen-Tannoudji et al. (1992) [The 1500-page bible on QM. Well-written.]
Ballentine (2014) [Uses a rather statistical view. This latest edition includes a brief on quantum computing.]
Shankar (1994) [A rather light book at the graduate-level due to the clear writing and his style.]
Sakurai (1993) [The first 3 or 4 chapters = must read!]
Weinberg (2012) [The title tells this is gonna be a different thing from his other 'bibles'. He is surely a great quantum theorist but his personal style and the 'Lecture' nature of this makes it hard to read.]
Dirac (1982) [The definitive classic book on QM.]
Feynman and Hibbs (2010) [Mostly about path integrals which are always hard.]
Landau et al., Quantum Mechanics: Non-relativistic Theory (1981) [You'll see why the Course was so highly regarded after reading the first chapter. A bit dated though and does not use Dirac notation. Mainly about solving the Schrödinger equation.]
Lancaster and Blundell (2014) [You don't have to be gifted for this, really! The only undergraduate QFT book out there...]
Ryder (1996) [Standard QFT book at the graduate level.]
Schwartz (2013) [Well-written and up-to-date.]
Zee (2010) [The only worth reading 'In a Nutshell' book IMO.]
Peskin and Schroeder (1995) [Many uni use this but is certainly not an introduction! It feels nothing 'physics' to me.]
Berestetski et al., Quantum Electrodynamics (1982) [Landau-style but unfortunately dated.]
Feynman, Quantum Electrodynamics (1998) [Feynman himself was one of the creators of QED!]
Weinberg (2005) [A 3-vol bible on QFT. Comprehensive but difficult. Unlike Peskin, it's got a genuine 'physics' taste.]
Collier (2014) [Unique. Like a GR version of QFT for the Gifted Amateur.]
Hartle (2003) [A well-written and accessible introduction to GR for undergraduates.]
Cheng (2010) [Slightly harder than Hartle but still accessible. Well-written and suitable for self-study.]
Schutz (2009) [Similar level as Cheng but the writing makes it hard for self-learners.]
Misner, Thorne and Wheeler (1973) [A GR bible with more than 1200 pages. A good reference despite being dated.]
Carroll (2003) [Graduate-level. Well-written but won't be too easy for an undergraduate.]
Poisson and Will (2014) [A unique book whose title makes one feel it's yet another introductory book on GR. It largely deals with approximation methods which are useful for specialists.]
Choquet-Bruhat (2015) [Not at all an introduction!]
Dirac (1996) [Very concise. A display of GR's simplicity but not the right book to learn the material from.]
Weinberg (1972) [Classic and one of the best on GR-Cosmology with emphasis on physics instead of simply mathematics.]
Wald (1984) [Another classic. Difficult and mathematically rigorous despite the good writing.]
Boas (2005) [Very well-written and suitable for self-study.]
Riley et al. (2006) [More comprehensive and not as friendly as Boas but it's a good reference.]
Arfken and Weber (2012) [Bad as a textbook but good as a reference when you already know the material.]
Cahill (2013) [A pretty dense book for its attempt to include virtually ALL math needed in undergrad and graduate studies in less than 700 pages.]
Szekeres (2004) [The best and most accessible (with calculus and linear algebra as the only prerequisites) book on mathematical physics (along with Hassani below).]
Hassani (2013) [Same (or slightly higher) level as Szekeres but way more comprehensive as diff. eq., complex analysis are included.]