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Also forgot to mention. The above stuff is just special relativity. GR is the fact that the stress-energy tensor(determined by mass) can be put in an equation with tensors which only involve the metric(geometry). These are called the Einstein Field Equations.
Quantum Mechanics. In order of recommendation Weinberg, Shankar, Townsend. I hate Sakurai. Townsend covers too little but its treatment of the matrix methods for QM is very sensible. Shankar is a nice book. Easy, fairly rigorous, and covers most of what you need to learn. Once you know QM it's a poor reference because of how easy and long it is. Weinberg is my favorite, if only because he assumes at least some familiarity with GR which I think a physicist should have.
Quantum Field Theory. I like Zee. Read that first. Peskin&Schroeder and Srednicki and Ryder are others. From here you should be able to understand modern theoretical physics enough to look up stuff to learn on your own.
More books that are very useful but don't fit into a category
Geometry, Topology, and Physics by Nakahara
Gauge Fields, Knots, and Gravity by Baez
Geometrical Methods of Mathematical Physics by Schutz
Linear Operators for Quantum Mechanics by Jordan
Note on Differential Geometry by Hicks
Mathematical Physics by Geroch
The Road to Reality by Penrose. This is a controversial book because it's written under the guise of being a popular book. It's advertised as The diligent reader can learn all there is behind modern theoretical physics from this book regardless of what they know. This is just false. All the reviews you see on Amazon or elsewhere are from people who don't know enough math and physics to read this. But once you do, say you are familiar with all of my recommendations for math and the physics above, it's actually a very interesting book to explore what you know and see Penrose's intuition. He was a great physicist once even if he may have lost his mind now.
