Free

Games::Maze
This package creates mazes. It can create 3-dimensional rectangular or hexagonal mazes. [Perl module]
http://cpan.uwinnipeg.ca/htdocs/Games-Maze/Games/Maze.html

Larry Blake's Maze Maker
Randomly generates mazes for printing and solving onscreen. Options and difficulties available. [Windows OS]
http://pages.prodigy.net/lmmblake/larry.html

Maze Programming
Maze programs written in C with available source. Includes a first-person maze with texture mapping.
http://mazes.50megs.com

Mulg II
Guide a marble through various mazes on Palm OS. [Open Source, GPL]
http://www.harbaum.org/till/palm/mulg/

PDA Maze
A simple 3D maze game for the Agenda VR3 PDA.
http://www.newbreedsoftware.com/pdamaze/

Sokoban Puzzle Solver
This program, by FST, finds the shortest solution of sokoban game puzzles; also allows the building of mazes.
http://codecola.net/sps/

X-Out
Puzzle game for Windows in which you must make it through many levels of a maze like building.
http://xout.free.fr/