So far I've been checking Wikipedia listings, the university websites of the physicist in question, some databases like OA.mg, and literature searches at university websites. But it’s all scattered, and it would be nice if there were a database of all this stuff dedicated to physicists and their works.
There is no analog of Mathscinet or Zentralblatt for physics. (Though Zentralblatt covers some of theoretical and mathematical physics).
Then it depends on when your physicist of interest worked. If this is a modern person, you can try Google scholar. If the person has a profile there, it will give you a complete list. If s/he does not, you will have to search his/her papers one by one.
Other electronic databases exist (some are mentioned in the comments) but they require subscription, they are much less complete than Google scholar, and all of them cover only modern period.
If we are talking about a person who worked before the middle of 20th century, there is a very comprehensive database by Poggendorff, Biographisch-literarisches Handwörterbuch zur Geschichte der exakten Wissenschaften, in multiple volumes. Originally it extended from the beginning of scientific publication to the early 20th century but after Poggendorff's death it was continued approximately to 1967 and it covers all sciences. Parts of it are available online, and the whole on CD, see referfences here https://en.wikipedia.org/wiki/Johann_Christian_Poggendorff Many scientific libraries have paper copies.
I don't know what to suggest for the end of 20th century. The Soviets had "Реферативный журнал" which was analogous to Math Review but covered all science. There are indications that it still exists in Russia, but it does not seem to be easily available, and is still published on paper.
Finally, for some physicists you can find obituaries, or papers dedicated to the persons birthdays, and they frequently contain a list of publications.