Reference Material
The Standard Model and Beyond
Beyond the Standard Model - Csaki and Tanedo
Higgs physics - Logan
BSM physics - Murayama
A Supersymmetry Primer - Martin
Extra dimensions and branes - Csaki
Technicolor - Hill and Simmons
To work on Beyond Standard Model physics, you need a solid grasp of Quantum Field Theory and gauge theories. There are numerous books in this area, so I won't list all of them, but Peskin and Schroeder stands out for its detailed approach to calculations. "QFT in a nutshell" by Anthony Zee provides a quick look at a number of topics but is short on details. The recent textbook by Matthew Schwartz is excellent and comprehensive, with a modern flavor. The classic textbook by Halzen and Martin provides a good introduction to particle physics.
Dark Matter
Comprehensive Review of DM - Bertone, Hooper and Silk
Astrophysical Probes of DM - Profumo
Particle Dark Matter - Feng
DM TASI lectures - Lisanti
Dark Matter is a highly interdisciplinary area of research and draws from particle physics, cosmology and astrophysics. Quantum Field Theory is necessary if you are looking at particle aspects of dark matter.
Cosmology
Cosmological perturbation theory - Ma and Bertschinger
CMB physics - Seljak and Zaldarriaga
Lectures on Inflation - Baumann
Some useful books in this area are "The Early Universe" by Kolb and Turner which discusses particle physics in the early universe, "Modern Cosmology" by Scott Dodelson which discusses cosmological perturbation theory and the classic "Principles of Physical Cosmology" by Peebles.
General Theory of Relativity is the necessary background to work in this area. The books by Wald and Caroll are good references for General Relativity. Also see my lectures on special and general relativity which are accessible on youtube.
Astrophysics
I am not well-versed with astrophysics at a research level outside of the area of dark matter. The references that I list below are textbooks.
Astrophysics and Astronomy: Pankaj Jain
High Energy Astrophysics: Longair
Stellar Structure: Francis LeBlanc
Stars as Laboratories for Fundamental Physics: Raffelt
Galactic Dynamics: Binney
Galaxy Formation: Longair
Mathematics
To understand nature, we must learn the language she speaks. That language is mathematics. In particular, beyond the basic undergraduate curriculum, there are two important areas of mathematics that one needs: Lie Algebras and Differential Geometry.
Lie Algebras are essential to go beyond a simple understanding of Quantum Field Theory to a deeper understanding of the role of symmetries. Differential Geometry and Topology are necessary for a deeper geometric picture of Lie Groups, Gauge theories and General Relativity. They are also crucial for understanding non-perturbative aspects of quantum field theory.
I list below some textbooks which serve as good references.
Lie Algebras and Lie Groups
Georgi (Discusses representation theory well)
Das and Okubo (Gives a better introduction to Lie Groups)
Differential Geometry
Nakahara
Nash and Sen