iTunes U has some amazing lectures. Gilbert Strang (MIT) has some video lectures (MIT OCW) on linear algebra. They are a bit dull, but they are pretty decent.

I also recommend academicearth.org.

If you are near a university, take a class "mathematical physics". These kind of classes usually cover a lot of undergraduate material in a semester and are offered by many physics department. They usually use "Mathematical Methods" by Boas as a text.