I'm still upset that my copies of Griffiths' texts were stolen my senior year of college...
standard: https://www.amazon.com/Mathematical-Methods-Physicists-Seven...
gentler: https://www.amazon.com/Mathematical-Methods-Physical-Science...
another recent addition: https://www.amazon.com/Mathematical-Tools-Physics-Dover-Book...
"purer" than the rest: https://www.amazon.com/Mathematical-Physics-Chicago-Lectures...
"more fun" than the rest: https://www.amazon.com/Geometry-Physics-Introduction-Theodor...
this pair is probably the most rigorous and difficult of the bunch (at least from what i remember):
https://www.amazon.com/Classical-Mathematical-Physics-Dynami...
https://www.amazon.com/Quantum-Mathematical-Physics-Walter-T...
and the grand-daddy of them all
https://www.amazon.com/Methods-Theoretical-Physics-Internati...
Edit: Calling it a mini-TAOCP of most of the maths needed for physics/EE work might be a bit of a stretch, but I've yet to see another maths text that does better as a highly readable, self-contained and compact reference.
Edit2: I moved house once and thought I'd lost my copy from university. I eventually found it, and yes, I have two copies... It's that important to me for brushing off the things I've forgotten :)
[1] http://www.amazon.com/Mathematical-Methods-Physical-Sciences...