1. StarUML (MS Windows only) a very good, open-source implementation UML 2.0.
2. Bouml is a good implementation of basic UML diagrams. Also, it is good for re-engineering.
3. Fujaba (From UML to Java and Back) from the University of Paderborn in Germany.
4. Umbrello is a part of the KDE environment on Linux systems.

Commercial (but free). You will have to register and create a user id in order to download the software.

1. Rational Modeler (MS Windows only) is a free UML 2.1 modeling software from IBM. Make sure to install the base edition, not the corporate edition which is not free. It is a single download file, and the installer will give you a choice of the edition -- select base edition.
2. Objecteering is a commercial UML modeling software. A free version is available.
3. Astah offers a community edition, which is free of charge.
4. Visual Paradigm for UML offers a community edition, which is free of charge.