Inkscape - Inkscape is a free, open source professional vector graphics editor for Windows, Mac OS X and Linux.
Epic Pen - A windows tool for drawing over your desktop and applications
Sketch - Professional digital design for Mac.
gInk - An on-screen on-screen annotation software for Windows.
Affinity Designer - Professional creative software, exclusively for Mac.
Ardesia - Ardesia is an usefull software for use your desktop as a Sketchpad.