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In recent years the methods of modern differential geometry have become of considerable importance in theoretical physics and have found application in relativity and cosmology, high-energy physics and field theory, thermodynamics, fluid dynamics and mechanics. This textbook provides an introduction to these methods - in particular Lie derivatives, Lie groups and differential forms - and covers their extensive applications to theoretical physics. The reader is assumed to have some familiarity with advanced calculus, linear algebra and a little elementary operator theory. The advanced physics undergraduate should therefore find the presentation quite accessible. This account will prove valuable for those with backgrounds in physics and applied mathematics who desire an introduction to the subject. Having studied the book, the reader will be able to comprehend research papers that use this mathematics and follow more advanced pure-mathematical expositions.