Awesome Privacy

Notifies you when an app is trying to access the Internet, so all you need to do is just Allow or Deny. Allows you to create filter rules based on IP address, host name or domain name, and you can allow or deny only specific connections of an app.

Android Firewall+ (AFWall+) is an advanced iptables editor (GUI) for rooted Android devices, which provides very fine-grained control over which Android apps are allowed to access the network.

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

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

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

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

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

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.

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.

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

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.

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.

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