The main cross-platform commerciall game engine/toolkits that I'm aware of are:
Unity - includes a free 30 day trial for PC. Also supports hosting in browsers
Unreal - Pretty popular and used in a variety of titles e.g Mass Effect. They provide a free beta version here
PhyreEngine - developed by SCEE, supports PC, PS3 and PSP - completely free though you'll need to be a registered developer to use it. Comes with full source code. Gaining popularity particularly with PSN titles having been used on flOw, flower and Burn Zombie Burn
Others than I've heard of:
Torque Engine - supports PC/XBox360/Ps3/IPhone
Euphoria - More of an animation engine than a general purpose game engine though it was used in GTA IV and StarWars - The Force Unleashed
Many studios still develop their own proprietary cross-platform engines, usually because they have enough in house experience to do so but the investment cost, both in resource and development is considerable hence many companies starting to look at middleware solutions.