VeraCrypt
Open Source
Cross-Compatible
VeraCrypt is a utility for on-the-fly encryption. The software can create a virtual encrypted disk that works just like a regular disk but within a file. It can also encrypt a partition or the entire storage device with pre-boot authentication.
Notes:
VeraCrypt is a fork of the discontinued TrueCrypt project. It was initially released on June 22, 2013.
According to VeraCrypt's developers, security improvements have been implemented and issues raised by the initial TrueCrypt code audit have been addressed.
GNU Privacy Guard
Open Source
Cross-Compatible
GnuPG is a complete and free implementation of the OpenPGP standard. GnuPG allows you to encrypt and sign your data and communications (GnuPG is for Email Encryption).
Notes:
GnuPG is a part of the Free Software Foundation's GNU software project, and has received major funding from the German government.