Game Physics - This book has some useful stuff, its more of a textbook, not a step by step guide (although it does have a disc with a lot of C++ code). About the first third of the book is a physics textbook with theoretical exercises, the middle bit covers physics engine topics, and the last third of the book covers mathematical topics. I think I would use this book as a reference book to lookup the theory behind something I might be working on rather than a book to work through in order.

Robot Dynamics Algorithms (Kluwer International Series in Engineering and Computer Science, 22)