Relevant math courses for theoretical physics/applied mathematics?
Although the name is not explanatory, a course in "Lie theory", or "Lie groups and Lie algebras" would be very helpful: this is about the influence of large-ish (certainly not finite) symmetry groups, such as rotation groups ("orthogonal groups"...), and more.

Also, "functional analysis" is very hit-or-miss, depending on what one wants. What a potential physicist would want would be "operator theory", especially "unbounded operators". Also, probably, "distribution theory/generalized functions", to be able to cope gracefully with things like Dirac's delta "function". (E.g., to not be at the mercy of semi-ignoramuses who'll happily rant about the non-existence of such a thing, and/or insist on describing it in ways which horribly obscure its utility and sense...)