Mathematical Tools for Physics - A text on the mathematics needed for upper level undergraduate physics courses by James Nearing, University of Miami (PDF). - http://www.physics.miami.edu/nearing/mathmethods/
Mathematical Methods in Physics - Covers Conformal Field Theory, Modular Functor, Topological Quantum Field Theory and Frobenius Algebras, - http://www.math.umn.edu/~voronov/18.276/
Spinors in Physics and Geometry - A fourth year math/physics course at UIUC with online lecture notes. - http://www.hep.uiuc.edu/home/rgleigh/class/spin/
Preparation for Gauge Theory - Class lecture notes at a graduate level on the mathematical background needed to understand classical gauge theory. - http://arxiv.org/abs/math-ph/9902027
Methods of Mathematical Physics I - A set of lecture notes for this one semester course. - http://phy.syr.edu/~trodden/courses/mathmethods/
Linear Methods of Applied Mathematics - This is a WWW textbook written by Evans M. Harrell II and James V. Herod, both of Georgia Tech. It is suitable for a first course on partial differential equations, Fourier series and special functions, and integral equations. Students are expected to h - http://www.mathphysics.com/pde/