X Steps Recorder - A clone of Microsoft's Problem Steps Recorder, but for linux.
Epic Pen - A windows tool for drawing over your desktop and applications
Folge - The fastest tool for creating step-by-step guides.
gInk - An on-screen on-screen annotation software for Windows.
Snagit - Screen Capture Software for Windows and Mac
Gromit-MPX - Create annotations by directly drawing on your screen.