AFWall+

Open source GUI firewall for Linux, allowing you to block internet access for certain applications. Supports both simple and advanced mode, GUI and CLI options, very easy to use, lightweight/ low-overhead, under active maintenance and backed by a strong community.

IPFire is a hardened, versatile, state-of-the-art Open Source firewall based on Linux. Easy to install on a raspberry Pi, since it is lightweight and heavily customizable.

A very polished application firewall, allowing you to easily manage internet connections on a per-app basis. (Mac OS)

Firewall app for iPhone, allowing you to block any connection to any domain.

Free, open source macOS firewall. It aims to block unknown outgoing connections, unless explicitly approved by the user.

Provides simple and advanced ways to block access to the internet. Applications and addresses can individually be allowed or denied access to Wi-Fi and/or mobile connection.

Makes internet connections from all apps visible, allowing you to block or manage traffic on a per-app basis. GNU/Linux port of the Little Snitch application firewall.

Enterprise firewall and router for protecting networks, built on the FreeBSD system.

An open-source ad-blocker and firewall app for Android 6+ (does not require root).

An open source firewall tool for Linux that builds upon the Netfilter system built into the Linux kernel, making it easier to manage more complex configuration schemes with iptables.

Tool to control Windows Filtering Platform (WFP), in order to configure detailed network activity on your PC. (Windows)

The ufw (Uncomplicated Firewall) is a GUI application and CLI, that allows you to configure a firewall using iptables much more easily.