Gambit
The goal of this project (and its software) is to generate tools for
both teaching game theory and doing research in this field. The
software allows one to build and play finite extensive and normal form
games, and it runs on many platforms (currently various forms of Unix
and Windows). Much of the work has taken place at the University of
Minnesota and Cal Tech. It is under the Gnu Public License (so anyone
is free to modify the program).
http://www.hss.caltech.edu/gambit/