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Anomalies & index theorems
Historical overview: Fine & Fine, Gauge theory, anomalies and global geometry
Physics
Bilal, Lectures on anomalies
Morozov, Anomalies in gauge theories
Salm, Anomalies and the Atiyah-Singer index theorem
Alvarez-Gaume, An introduction to anomalies
Preskill, Gauge anomalies in an effective field theory
Schifman, Anomalies in gauge theories
Bertlman, Anomalies in quantum field theory
Alvarez-Gaume & Ginsparg, The topological meaning of non-abelian anomalies
Alvarez-Gaume & Ginsparg, The structure of gauge and gravitational anomalies
Booss & Bleecker, Topology and analysis: the Atiyah-Singer index formula and gauge-theoretic physics
Eguchi, Gilkey & Hanson, Gravitation, gauge theories and differential geometry
Mathematics
Roe, Elliptic operators, topology and asymptotic methods
Mukherjee, The Atiyah-Singer index theorem -- an introduction
Gilkey, Invariance theory, the heat equation and the Atiyah-Singer index theorem
Berline, Getzler & Vergne, Heat kernels and Dirac operators
Bleecher & Booss-Bavneck, Index theory with applications to mathematics and physics
The original math papers
Atiyah & Singer, The index of elliptic operators I, II, III, IV, V