One collection that I always loved due to the clear exposition is the one from Walter Greiner[0]. It goes from zero to quite advanced theoretical physics topics in a very nice way. I think that sadly some volumes were never translated, so there is a gap if you read them in English.

I never found anybody taking about Greiner, and at this point, I'm way too afraid to ask why.

[0] https://en.wikipedia.org/wiki/Walter_Greiner