Methods of Mathematical Physics I - A set of lecture notes for this one semester course.
Preparation for Gauge Theory - Class lecture notes at a graduate level on the mathematical background needed to understand classical gauge theory.
Spinors in Physics and Geometry - A fourth year math/physics course at UIUC with online lecture notes.
Mathematical Methods in Physics - Covers Conformal Field Theory, Modular Functor, Topological Quantum Field Theory and Frobenius Algebras, Operads, Homotyopy Algebra.
Mathematical Tools for Physics - A text on the mathematics needed for upper level undergraduate physics courses by James Nearing, University of Miami (PDF).
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