Penguin
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According to http://x11.org:

The X Window System, more simply 'X' or 'X11', is judged worldwide to be one of the most successful open source, collaborative technologies developed to date. It is the de facto standard graphical engine for the Unix and Linux operating systems and provides the only common windowing environment bridging the heterogeneous platforms in today's enterprise computing. The inherent independence of the X Window System from operating system and hardware, its network-transparency, and its support for a wide range of popular desktops are responsible for its continuing and growing popularity. All major hardware vendors support the X Window System. Many third parties provide technologies for integrating X Window System applications into network or personal computer environments under MS-DOS, Windows, Windows 9x, and Windows NT, while thousands of independent software developers provide X Window System applications. The worldwide community of users of the X Window System currently exceeds 30 million.

When you start an X11 application you specify which host it is to display on. This host is called the XServer. An XServer typically has a screen and a keyboard and mouse. The application is an X client. This is initially a little confusing to many people. This means that you can SSH to a host and start X11 applications and have them display on your workstation. This is very cool.

Server implementations of the X11 protocol include:

XOrg
A free X11 server for Unix systems. It is more or less the default X11 server.
OpenWin
SunMicrosystems Solaris X11 server.
X11ForMicrosoftWindows
See this page for a list of and information about various X11 servers for MicrosoftWindows.
X11ForMacOSX
It's obvious, no?

See also: