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In mathematical physics, Communications in Mathematical Physics is among the top journals I guess.

There is also are two other journals I would consider to be above average: Advances in Theoretical and Matheamtical Mathematical Physics and the Journal of High Energy Physics, which publish lots of high-quality mathematical physics papers, especially in at the formal end of hep-th. Of course, I have heard if mentioned in the past that, especially in US maths departments where they care about this sort of things, Communications is considered a mathematics journal, whereas JHEP perhaps is not, the jury still being out on ATMP. Hence if you are a mathematician thinking of publishing a good paper in mathematical physics and want to publish in what potential employers might consider (however narrow-minded this consideration might be) a mathematics journal, then perhaps Communications is the way to go. The quality of papers there is consistently above average.

2 Added ATMP and JHEP

In mathematical physics, Communications in Mathematical Physics is among the top journals I guess.

There is also Advances in Theoretical and Matheamtical Physics and the Journal of High Energy Physics, which publish lots of high-quality mathematical physics papers, especially in the formal end of hep-th.

1 [made Community Wiki]

In mathematical physics, Communications in Mathematical Physics is among the top journals I guess.