Apps with 'Outbound firewall' feature
Point & click to forbid/allow any class of requests made by your browser. Use it to block scripts, iframes, ads, facebook, etc.
Simple tool to configure Windows Filtering Platform (WFP) which can configure network activity on your computer.
LuLu is the free, shared-source macOS firewall that aims to block unknown outgoing connections unless explicitly approved by the user.
Friendly user interface for blocking selected applications through built in Windows Firewall.
IceFloor is the first OS X free graphic frontend for PF.