pfSense - pfSense is a free and open source firewall and router that also features unified threat management, load balancing, multi WAN, and more
OPNsense - OPNsense® you next open source firewall. Free Download. High-end Security Made Easy™. Offers Intrusion Prevention, Captive Portal, Traffic Shaping and more.
IPFire - IPFire is a server distribution with intended to use as a firewall.
VyOS - VyOS in an open source Linux-based operating system sold and distributed by Sentrium corporations. It is geared toward IT specialists and network administrators for the purpose of securing network and company data... read more.
ClearOS - A very good alternative for Windows Server, for free
SmoothWall - Smoothwall Express Open Source Firewall distribution