Windows SFTP client apps

Specialized applications from connecting to SFTP.

Application Note
WinSCP Free and open source SFTP GUI client. Despite its name it's not limited to SCP, but works with SFTP and FTP/SSL too.
Filezilla Client Free and open source FTP, FTP/SSL and SFTP GUI client (beware of adware).
Bitvise SSH Client SSH tunneling, SSH terminal emulation and SFTP client. Commercial.
JSCAPE AnyClient Web-based SFTP/FTP/FTPS/WebDAV/S3 client. Commercial with free version.
Tectia SSH Client SFTP/SSH client from the creators of the SSH protocol. Commercial.
VanDyke SecureFX SFTP/FTP/SCP client for Windows, Mac and Linux. Commercial.
FlashFXP SFTP/FTP client for Windows. Commercial.
FTP Voyager FTP/FTP client for Windows. Free.
WS_FTP Professional Client SFTP/FTP client for Windows. Commercial.
Axway Secure Client SFTP/FTP client for Windows. Commercial.
SmartFTP FTP (File Transfer Protocol), FTPS, SFTP, WebDAV, S3, Google Drive, OneDrive, SSH, Terminal client. Commercial.

SFTP plugins for popular apps

Swish (for Windows Explorer) Shows SFTP server in Windows Explorer. It's not a filesystem driver, so this sftp drive cannot be used from command line or from inside another program. Free and open source.
SFTP plugin for Total Commander Official plugin from the creators of Total Commander. Free.
Chrome sFTP Client sFTP Client for Google Chrome / Chrome OS.

Command-line clients

Use those if you want to access SFTP from a script or if you simply prefer command line over GUI.

PuTTY PSFTP PuTTY SFTP tool for those who are not afraid of command line. Available for Windows and Un*x-like systems. Free and open source.
OpenSSH OpenSSH's "ssh" command is available on most Un*x systems. Free and open source. Windows port is included in CygWin.
Bitvise Command-Line SFTP Client Advanced command-line SFTP client for Windows. Commercial.

Map SFTP server as a network drive

Do you want to use a SFTP connection as a Windows mapped drive? Assign it a drive letter and use it from any application? Try one of those:

NetDrive SFTP, FTP, DropBox, GoogleDrive, OneDrive and few others. Commercial. Reverts to a limited free version when the trial is over. Windows.
Web Drive SFTP, FTP, DropBox, GoogleDrive, OneDrive and few others. File system level locking symantics. Synchronization mode and network drive mode. Commercial. Windows, Mac, iOS and Android.
ExpandDrive SFTP, FTP, DropBox, GoogleDrive, OneDrive and few others. Commercial. Windows and Mac.
Eldos SFTP NET Drive SFTP. Commercial. Limited free version available. Windows.
win-sshfs Maps remote SFTP drive and make it available to all applications. Open source, last updated in 2012. Works on Windows 7, newer OS versions are not supported. Several forks exists.
WinSshFS 4every1 edition Fork of win-sshfs which works on Win10. Free and open source.
WinSshFS FiSSH edition Fork of win-sshfs focused on UI changes. Free and open source.
SSHFS for Linux Enables you to mount a remote folder on Linux over SSH. FUSE-based, free and open source. Part of most Linux distros.
SSHFS for OS X SSH File System for MAC OS X based on FUSE for OS X. Free and open source.