(Windows, Mac, Linux) Zyzzyva, a word-study program and anagram practice tool for multiple operating systems. It allows you to search for words, anagrams, and definitions, as well as give yourself quizzes using the Leitner System.
(Windows) Qindar, a freeware crossword game. Requires .NET 2.0.
(Windows Mobile) LeXpert, a word-study program which is becoming increasingly hard to find.
(Palm, Windows Mobile) Crosswords (also known as xwords), an open source word game with a 15x15 board you can customize to resemble a certain copyrighted game.
(Palm) LAMPWords, a program which anagrams and looks up words.
(Android) WordApp, an anagramming and word-building tool.
(Android) JudgeWord implements the word judging function and interface of Zyzzyva on Android devices.
(iOS) Zyzzyva Lite, free: featuring word search and judging functions with custom lexicons for your iPhone.
(iOS) Zyzzyva, $4.99: featuring word search and judging functions with custom lexicons; also includes quiz, cardbox management, and Dropbox sync for your iPhone.
(iOS) CheckWord, a word judging program for iPhones and their ilk.