I found Mathematical Methods in the Physical Sciences by Mary Boas to be a very good broad book covering the basics. You'll need other books obviously but if you are looking for one book for a solid review of the basics, this book is excellent.

Here are the chapter titles:

1. Infinite series, power series
2. Complex numbers
3. Linear algebra
4. Partial differentiation
5. Multiple integrals
6. Vector analysis
7. Fourier series and transforms
8. Ordinary differential equations
9. Calculus of variations
10. Tensor analysis
11. Special functions
12. Series solutions of differential equations, legendre, bessel, hermite, and laguerre functions
13. Partial differential equations
14. Functions of a complex variable
15. Probability and statistics

I also second Roger Penrose's The Road to Reality as a good book with a broad scope of math with a more theoretical slant.