Since a lot of people with non-physics background ask questions about how to join a physics Ph.D. program (so much so that someone had to write this:http://www.physicsgre.com/viewtopic.php?f=3&t=2510) I have decided to write a post describing my experience regarding it. My advice would be geared towards someone who is already in a university but wish to change departments to go to physics.
Bit of a background: I was a second year math PhD student (international) in one of the top 20 schools. Now I have successfully transferred to the physics PhD program in the same school (it is also ranked in the top 20). My field of interest is particle theory. I didn't have much physics background in undergrad.
1. Tell your current department that you intend to switch. This will make everything much easier and transparent. I was advised by some people to keep it a secret from the math department. I was also afraid of what their reaction would be. However they were extremely supportive.
2. Register for physics graduate courses (if you have sufficient background to follow them) and give them your best effort. If you can't take graduate courses junior/senior level courses will also help - in particular the undergrad EM and QM courses. I registered for two graduate courses in physics (EM and QFT) and got 4.0 in both of them. Participate in class discussions and also go to the office hours. You want the professors to notice you.
3. Talk to the physics professors. Prof. X (the one teaching EM) was extremely helpful to me. He answered a lot of my admission related queries. Also talk to the physics graduate secretary.
4. You should get at least one recommendation from your current department (otherwise it looks like you are being kicked out from there). Also if you are taking any physics courses then try to perform your best so that you can ask the professor for a letter of recommendation. Prof. X wrote me a very good letter. Having a recommendation of a professor from the same department will give a huge boost to your app.
5. Prepare well for the physics GRE. This is something where you can increase your performance level by 20-30 percentile points with 1-2 months of extra effort. I spent 3 months on it and scored 990. The same goes for ordinary GRE and TOEFL, though they are not remotely as important.
6. If you are lucky then transferring departments may be very smooth in your university. It was not so in my school. I was treated just like any other applicant and had to go through the whole admission process. However I know people in other schools who had it pretty easy.
7. Talk to as many people as you can. This will often help to resolve a lot of bureaucratic problems. For instance, my TOEFL score expired in November 2011. The physics graduate secretary said that I need to retake it. But that was impossible for me. So I went to the graduate school and they waived the requirement. A lot of other places had this mandatory TOEFL requirement
on their web pages. But when I emailed all of them waived it for me.
Another instance: I wanted to get a masters degree from the math department after two years. However I didn't have the requisite number of math courses owing to my taking mostly physics courses in my second year. The math graduate secretary said that I can't get a masters degree. I went to the graduate chair and he said that he would count the physics courses as math courses and I can have the masters degree.
8. This is a continuation of the above point. Proactively try to find out if there are any bureaucratic hassles to overcome. If you are an international student then talking to the international students' office is a good idea.
9. Start the application process early and be extremely thorough about every aspect of it. If you have applied to grad school before like me then learn from your past mistakes.
10. In your SOP you must show a good reason for the transfer. You should explain why you expect to be successful in a physics PhD program in spite of your lack of background in physics. Upsell your strengths: I said that my strong background in geometry would be a big plus in high energy theory.
11. Remember whatever you do the cards are still stacked against you. Apply to a lot of places unless you are sure of getting admitted somewhere. I applied to 10 schools - I got accepted only to my home university.
Hope this helps. I will be happy to answer any questions/comments.