Little Snitch - Little Snitch is a firewall application that monitors and controls outbound internet traffic.
TinyWall - Lightweight and non-intrusive firewall
Radio Silence - Radio Silence is a network monitor and firewall for the macOS. The software stops apps from making network connections. The firewall runs in the background and does not require an open window.
SonicWall - SonicWall security solutions protects your network, systems, users and data from cyber threats.
Hands Off! - Monitor your computer. Protect your privacy.
pfSense - pfSense is a free and open source firewall and router that also features unified threat management, load balancing, multi WAN, and more