This book presents in a unified way modern geometric methods in analytical mechanics based on the application of fibre bundles, jet manifold formalism and the related concept of connection. Non-relativistic mechanics is seen as a particular field theory over a one-dimensional base. In fact, the concept of connection is the major link throughout the book. In the gauge scheme of mechanics, connections appear as reference frames, dynamic equations, and in Lagrangian and Hamiltonian formalisms. Non-inertial forces, energy conservation laws and other phenomena related to reference frames are analyzed; that leads us to observable physics. The gauge formulation of classical mechanics is extended to quantum mechanics under different reference frames. Special topics on geometric BRST mechanics, relativistic mechanics and others, together with many examples, are also dealt with.