Physics Modelling for Game Programmers. This book uses DirectX and C++ and shows how to build a physics modelling framework. It includes theory about many of the maths and physics topics required to write games. The theory is kept as simple as possible, almost no calculus (a few differentials have sneaked in) and no quaternions. I think it could be potentially confusing that impulse is described as force and given the letter F. The edition I have seen has some strange printing on the collision response derivation, w is printed as ... and torque is printed as ~.

Classical Dynamics : A Contemporary Approach

There is also an e-book (Adobe Reader) version available

Concepts of Force: A Study in the Foundations of Dynamics

Flexible Multibody Dynamics: A Finite Element Approach

Dynamic Simulations of Multibody Systems

Introduction to the Modern Theory of Dynamical Systems

Dynamics of Systems of Rigid Bodies

Feynman lectures on Physics 3 volume set.

Sliding Friction: Physical Principles and Applications (Nanoscience and Technology)

Game Physics - This book has some useful stuff, its more of a textbook, not a step by step guide (although it does have a disc with a lot of C++ code). About the first third of the book is a physics textbook with theoretical exercises, the middle bit covers physics engine topics, and the last third of the book covers mathematical topics. I think I would use this book as a reference book to lookup the theory behind something I might be working on rather than a book to work through in order.

Robot Dynamics Algorithms (Kluwer International Series in Engineering and Computer Science, 22)