Feynman's PhD advisor, John Wheeler, together with Charles Misner and Kip Thorns, wrote a textbook on general relativity called Gravitation. It's gigantic, 1200 pages, and its tone is similar to the Feynman lectures. And it is at least partially a math textbook, as it includes a fairly complete introduction to Riemannian geometry.
I think even among professionals in general relativity, MTW has developed a reputation as being too dense and old-fashioned, certainly so for a beginner. If you're first approaching GR, Sean Carroll's notes or books are much more approachable.
True, but the question was about books that are like the Feynman Lectures. MTW has similar tone and breadth, and a similar reputation for being useless for learning.
