Table of Integrals, Series, and Products, Gradshteyn & Ryzhik.
Special Integrals of Gradshteyn and Ryzhik, Vols. I and II, Moll for some proofs of the above.
Handbook of Integral Equations, Polyanin & Manzhirov.
Scalar, Vector, and Matrix Mathematics, Bernstein.
Handbook of Number Theory I and II, Sandor, Crstici & Mitrinovic.
Wikipedia also has a plethora of pages with mathematical identities. Some of them:
https://en.wikipedia.org/wiki/Vector_calculus_identities
https://en.wikipedia.org/wiki/Vector_algebra_relations
https://en.wikipedia.org/wiki/Exterior_calculus_identities
https://en.wikipedia.org/wiki/Del_in_cylindrical_and_spheric...
https://en.wikipedia.org/wiki/List_of_formulas_in_Riemannian...
https://en.wikipedia.org/wiki/List_of_set_identities_and_rel...
https://en.wikipedia.org/wiki/List_of_triangle_inequalities
https://en.wikipedia.org/wiki/List_of_trigonometric_identiti...
... and its several lists of integrals (including trigonometric, exponential, rational).
https://en.wikipedia.org/wiki/Lists_of_integrals#Lists_of_in...
More advanced topics: