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
GNU Solfege - GNU Solfege is free music education software.
LenMus - LenMus is a free program for learning music.
KDE Minuet - Free music education software, thoughtfully designed to push your musical skills to the next level.
Auricula - Practice your sense of hearing and learn to identify intervals for your musical development.