Hybrid dynamical systems with non-linear dynamics are one of the most general modeling tools for representing robotic systems, especially contact-rich systems. However, providing guarantees regarding the safety or performance of such hybrid systems can still prove to be a challenging problem because it requires simultaneous reasoning about continuous state evolution and discrete mode switching. In this work, we address this problem by extending classical Hamilton-Jacobi (HJ) reachability analysis, a formal verification method for continuous non-linear dynamics in the presence of bounded inputs and disturbances, to hybrid dynamical systems. Our framework can compute reachable sets for hybrid systems consisting of multiple discrete modes, each with its own set of non-linear continuous dynamics, discrete transitions that can be directly commanded or forced by a discrete control input, while still accounting for control bounds and adversarial disturbances in the state evolution. Along with the reachable set, the proposed framework also provides an optimal continuous and discrete controller to ensure system safety. We demonstrate our framework in simulation on an aircraft collision avoidance problem, as well as on a real-world testbed to solve the optimal mode planning problem for a quadruped with multiple gaits.