There's also JMonkeyEngine and libGDX, both multiplatform and open source, although built for the Java side of force
JMonkeyEngine is one of those IDE+SDK included, full featured engines.
libGDX on the other hand comes without it's own IDE but it's still a game engine, just lower-level and with fewer features. I've used it with my own graphics engine, to handle sound, files, networking and input in a multiplatform way.
If you're not into Java, some other engines worth mentioning:
Torque - I've heard it's decent for strategy games amongst others
SFML - another low-level engine, but this time primarily for C++, quite popular on GameJams, I've heard. This one is mostly for 2D games, but there's nothing stopping you from making 3D games in it, if you do the OpenGL stuff yourself, or use it for the non-graphics stuff, and use some dedicated graphics engine (Ogre and Irrlicht come to mind).
Then there are 2D engines, such as LÖVE, RenPy, if you're into scripting languages. Just mentioning them, because I've encountered games made in those on more than one occasion.