Expression Studio - JavaScript, but code examples for many languages
MyRegExp - Java (via Applet)
PHP Live Regex - PHP
PyRegex - Python
Pythex - Python
PythonRegex - Python
reFiddle - JavaScript, Ruby, .Net
Regex101 - JavaScript, PHP (PCRE), Python
RegexHero - .Net (Silverlight plug-in required)
Regex Online - JavaScript
RegexPal - JavaScript
RegExr - Flash
Regex Tester - JavaScript, PHP
Regexy - JavaScript
re-try - Python
reWork - JavaScript
RexV - Perl, PHP, Python, JavaScript
Rubular - Ruby
Expresso - Microsoft Windows/.NET
kiki-re - Microsoft Windows (probably others that wxPython supports)
Patterns - Apple MacOS
RegexBuddy - Microsoft Windows
Regex Coach - Microsoft Windows
Regexenator - Android
Regex Matcher - Android