Good references for Rigged Hilbert spaces?
Some time ago I was interested in rigged Hilbert space to get a better understanding of quantum physics. On that occasion I collected some references on this subject, see below. It's quite comprehensive. A good starting point for an overview could be the works of Madrid and Gadella. Note that there are different versions of "rigged Hilbert space" (in context of quantum physics) in literature.
J.-P. Antoine. Dirac formalism and symmetry problems in quantum mechanics. i. general dirac formalism. Journal of Mathematical Physics, 10(1):53--69, 1969.
N.Bogoliubov, A.Logunov, and I.Todorov. Introduction to Axiomatic Quantum Field Theory, chapter 1 Some Basic Concepts of Functional Analysis 4 The Space of States, pages 12--43, 113--128. Benjamin, Reading, Massachusetts, 1975.
R.de la Madrid. Quantum Mechanics in Rigged Hilbert Space Language. PhD thesis, Depertamento de Fisica Teorica Facultad de Ciencias. Universidad de Valladolid, 2001. (available here) The given link is broken: this one is OK http://arxiv.org/pdf/quant-ph/0502053.pdf (Tom Collinge 25 June 2016)
M.Gadella and F.Gómez. A unified mathematical formalism for the dirac formulation of quantum mechanics. Foundations of Physics, 32:815--869, 2002. (available here)
M.Gadella and F.Gómez. On the mathematical basis of the dirac formulation of quantum mechanics. International Journal of Theoretical Physics, 42:2225--2254, 2003.
M.Gadella and F.Gómez. Dirac formulation of quantum mechanics: Recent and new results. Reports on Mathematical Physics, 59:127--143, 2007.
I.M. Gelfand and N.J. Vilenkin. Generalized Functions, vol. 4: Some Applications of Harmonic Analysis, volume4, chapter 2-4, pages 26--133. Academic Press, New York, 1964.
A.R. Marlow. Unified dirac-von neumann formulation of quantum mechanics. i. mathematical theory. Journal of Mathematical Physics, 6:919--927, 1965.
E.Prugovecki. The bra and ket formalism in extended hilbert space. J. Math. Phys., 14:1410--1422, 1973.
J.E. Roberts. The dirac bra and ket formalism. Journal of Mathematical Physics, 7(6):1097--1104, 1966.
J.E. Roberts. Rigged hilbert spaces in quantum mechanics. Commun. math. Phys., 3:98--119, 1966. (available here)
Tjøstheim. A note on the unified dirac-von neumann formulation of quantum mechanics. Journal of Mathematical Physics, 16(4):766--767, 4 1975.
Edit I remember that there is also a discussion about Gelfand triples in physics in the Funktionalanalysis books by Siegfried Großmann but I don't have a copy handy the moment. Though it is in german it might be interesting for you, too.
"Generalized functions volume 4" by Gelʹfand, Vilenkin, (Math review number 0146653) has a long an detailed discussion of rigged Hilbert spaces and nuclear spaces. The book by Glimm and Jaffe has a brief summary of the theory.
I would highly recommend looking at the chapter on Sobolev Towers in the book by Engel and Nagel One-Parameter Semigroups for Linear Evolution Equations or the "baby edition" A Short Course on Operator Semigroups.
It provides a really nice example of rigged Hilbert spaces. For example, if $A:D(A) \subset L^2 \to L^2$ is the (Dirichlet) Laplacian, then one can identify $D(A^n)$, $n=1,2,\ldots$ with Sobolev spaces and $D(A^{-n})$ with the negative Sobolev spaces (i.e. extrapolation spaces of $A$).
This concept can be taken further if one considers analytic semigroups and fractional powers of operators and also into the Banach space setting (see Amann's book Linear and Quasilinear Parabolic Problems: Abstract linear theory).
Basically, the concept of rigged Hilbert spaces becomes really natural if one keeps PDEs and Sobolev spaces in mind.
Finally, the book by Reed and Simon Methods of Modern Mathematical Physics - Vol 1: Functional analysis provides a number of references for rigged Hilbert spaces at the end of Section VII (page 244).