Here is a list of media players for various OSes that comes with "out-of-the-box" support for Ogg Vorbis.

Windows

WinAmp
Foobar2000 Freeware player with support for Ogg Vorbis, MP3, WAV and more.
Quintessential Player Freeware player with support for Ogg Vorbis, MP3, WAV and Audio CDs. Also includes CD Ripping.
wxMusik: Open Source player with support for Ogg Vorbis, as well as MP3, WAV, AIFF and WMA. Makes use of an SQL based media libary for quick searching.
Zinf: Open Source player with support for Ogg Vorbis, as well as MP3, WAV and Audio CDs.

Linux

Note: Most of these are available for *BSD as well.

XMMS
Rhythmbox
Helix Player
RealPlayer
JuK: Open Source player for KDE with support for Ogg Vorbis, FLAC and MP3.
amaroK
Muine Open Source player for GNOME with support for Ogg Vorbis, FLAC and MP3.
Zinf: Open Source player with support for Ogg Vorbis, as well as MP3, WAV and Audio CDs.
wxMusik: Open Source player with support for Ogg Vorbis, as well as MP3, WAV and AIFF. Makes use of an SQL based media libary for quick searching.
MPD: Music Player Daemon is a sound server that supports different clients. Supports many formats, among them Ogg Vorbis and FLAC