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* David Tong's Lecture Notes [[http://www.damtp.cam.ac.uk/user/tong/dynamics.htmlhere]]. Again, the course that I learned classical mechanics from. Good introduction, doesn't cover the advanced topics that Landau or Arnold do.  
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As this is my field, I've given it its own page. Includes recommendations of books, all the wya up to advanced graduate student level. Also links to review papers and online notes. I've also included a list of 'books that need to be written but nobody has managed to write yet'.  As this is my field, I've given it its own [[PlasmaPhysicsBookspage]]. Includes recommendations of books, all the way up to advanced graduate student level. Also links to review papers and online notes. I've also included a list of 'books that need to be written but nobody has managed to write yet'. 
Physics textbooks are strange beasts. An inordinate amount of effort to write, profitable only if it becomes the bible for that field, and expensive for the student. They can be a way of the great teachers of physics to pass on their wisdom, or an incomprehensible morass of algebra that serves no good purpose.
Hence, I'm posting recommendations for textbooks below, along with a short review. I will also link to useful online notes, that ought to be published as books, but their authors are happy to give away for free.
Landau & Lifshitz
Whilst the rest of the books on this page are divded by subject matter. The classic books by Landau & Lifshitz (aided later by Berestetskii and Pitaevskii) deserve their own listing. The prosaically titled Course of Theoretical Physics is in fact a masterpiece. Spanning the whole breadth of theoretical physics at a level that is accessible to a graduate student they can be some of the most useful resources on a physicists bookshelf and some of the best ways to learn a new area.
 Volume 1: Mechanics
 Volume 2: The Classical Theory of Fields
...
Quantum Mechanics
 Quantum Mechanics by E. Merzbacher
Vol 3 of L&L
Quantum Field Theory
 Quantum Field Theory by Ryder
 The Quantum Theory of Fields, Vol 1 by Weinberg
QFT Notes by D. Tong  The course that I first learnt QFT from, a great teacher and a very lucid introduction to the field.
Electromagnetism
 Classical Electrodynamics by J. D. Jackson
Vol 2 of L&L
Classical Mechanics
Vol 1 of L&L
 Mathematical Methods of classical mechanics by V.I. Arnold
David Tong's Lecture Notes here. Again, the course that I learned classical mechanics from. Good introduction, doesn't cover the advanced topics that Landau or Arnold do.
Fluid Mechanics
 Vol 6
 Acheson
 Statistical Fluid Mechanics
 Hydrodynamic and Hydromagnetic Stability
Plasma Physics
As this is my field, I've given it its own page. Includes recommendations of books, all the way up to advanced graduate student level. Also links to review papers and online notes. I've also included a list of 'books that need to be written but nobody has managed to write yet'.