EarMaster - Professional software for ear training and practical music theory on Windows and Mac.
Flowkey - The easiest way to learn piano with your iPhone or iPad
GNU Solfege - GNU Solfege is free music education software.
Yousician - Learn to play music at home, at your own pace
Meludia - Listening exercises and to sharpen your ear and music theory skills
Melodics - Melodics is a desktop app that teaches you to play MIDI keyboards, pad controllers, and drums.