Arnold's "Mathematical Methods of Classical Mechanics" Mackey's "Mathematical Foundations of Quantum Mechanics" Barut's "Electrodynamics of Fields and Particles" Stewart's "Advanced General Relativity" For quantum field theory/particle/standard model, read the original papers and a couple undergraduate textbooks. Remember that mathematical physics is still a branch of physics, so that if you think that everything can be reduced to mathematical axioms instead of scientific principles, then prepare to endure terrible headaches when you read works of physicists of Witten's caliber.