- Classical mehhanics by VI Arnold: We first abstract define what "space" is, analyze its properties, then move on to build Lagrangian and Hamiltonian formalisms. Is a great book to understand formally (i) what we mean by "observer" in classical mechanics, (ii) variational problems, (iii) the precise relationships between the Lagrangian and the Hamiltonian
- Wald + Misner Thorne Wheeler for general relativity. MTW is the "bible", with great pictorial explanations for everything. Wald prefers to write everything in terms of differential geometric language which makes for an entertaining read. For example, he does not write "the particle is at rest". Rather, he writes "the particle is invariant under time-translational symmetry". It was eye-opening to learn how to "think like a geometer" about these sorts of ideas.
There is also Leonard Susskind's video lectures called as "the theoretical minimum" where he explains, rigorously, classical/quantum/GR/QM/stat-mech: https://theoreticalminimum.com/courses. I've personally watched the GR lectures and found them very informative.
Finally, there is Landau and and Lipschitz: These are dense, terse, often difficult, but honestly, written with extreme clarity. This was the only undergrad stat-mech book I could find which actually formally defines the phase space, the averaging procedure we use, etc.