Are there detailed expositions of the path integral methods in (mathematical) physics other than Feynman-Hibbs and Glimm-Jaffe?
Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
that book seems most comprehensive
Of course the physics literature is full of references on path integrals. One would not know where to start. Kleinert's books suggested by Alexander must be a good choice. On the rigorous side you might want to have a look at:
"Functional Integration and Quantum Physics" by Barry Simon, Academic Press 1979.
"Feynman-Kac-Type Theorems and Gibbs Measures on Path Space" by Lorinczi, Hiroshima and Betz, De Gruyter 2011.
An impressive list of references to complement the answers already given can be found at the bottom of the following Scholarpedia article by Sergio Albeverio and Sonia Mazzucchi. The approach to path integrals based on "cylindrical measures", aka "promeasures", is not discussed in the body of the article but can be read about in the work by DeWitt-Morette and collaborators referenced there.