I don't know much about the history of math or the history of physics. I don't know many famous physicists. But I do know that much of the cool math that mathematicians study comes from great physicists. Isaac Newton is famous for the invention of calculus. He was a great physicist and calculus is being studied by almost all mathematicians. Analysis is one of the major fields of study in math.
Now, I suppose it isn't fair to call Gauss a strict physicist (since he did just about everything), but he was nonetheless a very good physicist and he came up with great math as well. He is often said to be the father of modern mathematics and, from what I know of the subject, that would be an accurate assessment. I don't know precisely how famous he is in the physics world, but I would assume that he is not much less well-renowned there.
I'm really going to show my lack of knowledge on this next bit, but I'm going to go out on a limb here. I don't know how much math Einstein developed on his own, but I do get the impression that the physics he developed required a great deal of mathematics to explain it and that that kind of math is interesting both in the physics world and in the math world. Topologists almost all study Riemannian Geometry--differentiable manifolds and things like that all relating to relativity. Embarrassingly, I just had my first course in that subject this past school year even though I'm more than halfway through with my PhD.
Since this is my first post, I think I'll keep it short and not make too big of a fool of myself right off the bat.