[mojoe]

The Enchiridion by Epictetus (and basically every other book on stoic philosophy).

http://classics.mit.edu/Epictetus/epicench.html

My own opinion is that a lot of mental toughness can be developed simply by realizing what you can control and what you can't. This is known in stoic philosophy as the "dichotomy of control", and is put this way in the Enchiridion:

“Some things are within our power, while others are not. Within our power are opinion, motivation, desire, aversion, and, in a word, whatever is of our own doing; not within our power are our body, our property, reputation, office, and, in a word, whatever is not of our own doing.”