I am looking for an advanced graduate level book in classical electrodynamics.
An example of such a book is by I. Tamm (possibly it exists only in Russian). But I would be interested to have more references.
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The canonical text on graduate level Electrodynamics is "Classical Electrodynamics" by J. D. Jackson. A warning, this book has a very idiosyncratic style that takes some getting used to and many graduate students even after taking an electrodynamics course have repressed anguish. Nevertheless, it covers the bases and I think you can learn to love the book. Also, the problems are quite difficult--which is definitely a good thing.
I also recommend the book the "Classical Theory of Fields" by Landau and Lifshitz if you want a healthy dose of field theory.