EarMaster - Professional software for ear training and practical music theory on Windows and Mac.
Meludia - Listening exercises and to sharpen your ear and music theory skills
Auricula - Practice your sense of hearing and learn to identify intervals for your musical development.
GNU Solfege - GNU Solfege is free music education software.
Perfect Ear - A simple yet advanced application for improving your solfege skills.
LenMus - LenMus is a free program for learning music.