Any such list of books is to be either infinite or incomplete. I chose the second possibility :0
I hope it will help graduate students which are looking for a good place to start reading about modern physics.
The General Theory of Relativity
R.Adler "Introduction to General Relativity"
S.Weinberg "Gravitation and Cosmology : Principles and Applications of the General Theory of Relativity "
K.Thorne & J.Wheeler & C.Misner "Gravitation"
Sean M.Carroll "Lecture Notes on General Relativity"
P.K.Townsend "Lecture Notes : Black Holes"
→ Presents some "beyond classical GR" in the end.
Quantum Field Theory
M.Peskin & D.Schroeder "An Introduction to Quantum Field Theory"
→ Isn't adequate for studying the deep meaning of QFT in the sense of RG etc. However, is perfect for getting essential first tools.
Itzykson & Zuber "Quantum Field Theory"
Bogolubov "General Principles of Quantum Field Theory "
→ A pretty hard book. Contains very unique presentations of various ideas.
S.Pokorski "Gauge Field Theories"
L.H Ryder "Quantum Field Theory"
James D., Drell & Sidney D. Bjorken "Relativistic Quantum Mechanics"
→ Although not modern still valuable.
S.Weinberg "The Quantum Theory of Fields" 3 volumes ("Foundations" ,"Modern Applications","Supersymmetry")
→ Must be read and grasped at some stage, the earlier the better.
Conformal Field Theory
P. Di Francesco "Conformal Field Theory"
→ Contains everything you should know (and much more) about QFT with conformal symmetry.
P.Ginsparg "Applied Conformal Field Theory"
→ Enjoyed reading it.
Belavin & Polyakov & Zamolodchikov "Infinite Conformal Symmetry in Two-Dimensional Quantum Field Theory"
Chapter 2 of J.Polchinski vol.1 : "An Introduction to the Bosonic String"
→ Becomes readable and very profitable after studying one of the other references.
A.N. Schellekens "Introduction to Conformal Field Theory"
→ On the reading list.
Matthias R. Gaberdiel "An Introduction to Conformal Field Theory"
→ An Introduction from a more rigorous (mathematically) point of view. However, presents the topic clearly for an audience made up of physicists- recommended.
Supersymmetry and Supergravity
Julius Wess, Jonathan Bagger "Supersymmetry and Supergravity "
→ Certainly not adequate for getting acquainted to the subject.
Appendix B of J.Polchinski vol.2 "Superstring Theory and Beyond"
→ Does spinor repr. of groups acting on spacetime very well but then just recollects results about Susy and Sugra without proving nor explaining almost anything.
Lecture notes by Philip Argyres
→ Excellent, modern and clear.
J.Polchinski vol.1 : "An Introduction to the Bosonic String"
vol.2 : "Superstring Theory and Beyond"
→A not so easy book that has to be read by anyone who intends to deal with string theory.
Green & Schwartz & Witten "Superstring Theory vol.
"Superstring Theory vol.2 Loop Amplitudes, Anomalies and Phenomenology"
→ a bit harder :) than the former but is also obligatory.
Clifford V.Johnson "D-Branes"
J.Polchinski "What is Sring Theory ?"
→ There are numerous things that appear here and aren't mentioned in the book. So, worth reading.
D.Lust & S.Theisen "Lectures on String Theory"
→ An easy reference, but doesn't cover too much.
Workshop summery edited by Green & Gross "Unified String Theories"
→ Many interesting lecture notes and a funny article in the end.
"Quantum Fields and Strings : A Course for Mathematicians"
→ Pretty much mathematical knowledge is required.
Brian R. Greene "String Theory and Calabi-Yau Manifolds"
D. Marolf "The Nature and Status of String Theory"
→ A very useful guide (though, I never used it) which tells you what to read and when.
M.Nakahara "Geometry, Topology and Physics"
→ Perfectly adapted to modern language and sucds to combine rigorous proofs with physical examples. An ideal place to start.
P.Griffiths & J.Harris "Principles of Algebraic Geometry"
→ Classics. Concerns mainly with complex algebraic geometry.
S.Kobayashi & K.Nomizu "Foundations of Differential Geometry" Volume I,II
→ A popular book in the subject.
Hershel M. Farkas & I. Kra "Riemann Surfaces"
→ Very helpful for physicists, especially string theorists. Has many examples and proves Riemann-Hurwitz,Riemann-Roch, Serre Duality etc..
V.I.Arnold "Mathematical Methods of Classical Mechanics "
R.Hartshorne "Algebraic Geometry"
→ Not an easy book but worth trying for people who need to know things about varieties, homologies, cohomologies and categories.
H.Georgi "Lie Algebras in Particle Physics"
→ Presents the topic very clearly and ignores all complications. Probably, contains everything a physicists should ever know.
A. Hatcher "Algebraic Topology"
→ This link contains many more cookies. Specifically, the book about Algebraic Topology is excellent and self contained. I've read only few chapters so it is in my reading list somewhere.
Y. Imayoshi & M. Taniguchi "An Introduction to Teichmuller Spaces"
→ It is an advanced text but is quite reachable for people with firm background in Riemann surfaces. Deals with compactifications moduli spaces and other very relevant things for strings and (sometimes) fields.