Books:
1) Classical Electrodynamics (3rd Edition)
Author: John David Jackson
2) Introduction to Electro Dynamics (4th Edition)
Author: David J. Griffiths
3) Classical Electricity and Magnetism (2nd Edition)
Author: Wolfgang K. H. Panofsky & Melba Phillips
4) The Classical Theory of Fields, Volume 2 (4th Edition)
Author: L. D. Landau and E. M. Lifshitz
5) The Feynman Lectures on Physics (2nd Edition)
Author: R. P. Feynman, R. B. Leighton & M. Sands
6) Optics (4th Edition)
Author: Eugene Hecht
7) Electromagnetic Fields and Waves (2nd Edition)
Author: P. Lorrain and D. Corson
8) Einstein's Theory of Relativity (Revised Edition)
Author: Max Born
Lecture Videos:
There are several lecture videos online in web ( youtube mainly ). Here are a few.
1) MIT: Electricity and Magnetism
by Walter Lewin