Of triangles, gases, prices and men. A superb talk by Cedric Villani that describes the connections between seemingly very different fields of mathematics.
The history of mathematics. A fascinating lecture course by Norman Wildberger that starts with Greek mathematics and ends with the development of non-Euclidean geometry.
Functional Analysis lecture notes by Michael Struwe. The best introduction to Functional Analysis I've had the pleasure to read. In German unfortunately....
The Feynman Lectures. Self-explanatory. Definitive introduction to college-level physics.
How to write Mathematics, a short guide by Paul Halmos. Extremely valuable for researchers who are just starting to write mathematical articles.
Here and here are some musings by the late Gian-Carlo Rota who was a Professor of `Applied Mathematics and Philosophy' at MIT. He has some interesting thoughts on the teaching and philosophy of mathematics.
Muhammad Hassan
Junior Research Group Leader
Chair of Analysis
Technische Universität München