From Wikipedia entry describing "4X" games
eXplore, eXpand, eXploit, eXterminate type games
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Space Themed 4X games
Anacreon (1988)
Ascendancy (1995)
Empire (1990)
FreeOrion (2006) (open source, under development)
Galactic Civilizations (2003) with Galactic Civilizations: Altarian Prophecy expansion pack
Galactic Civilizations II (2006) with Galactic Civilizations II: Dark Avatar expansion pack (2006)
Haegemonia: Legions of Iron (2002) with Haegemonia: The Solon Heritage expansion pack
Imperium Galactica I (1997) and Imperium Galactica II: Alliances (2000)
Iron Seed (1994)
Master of Orion (1993), Master of Orion II (1996), and Master of Orion III (2003)
Pax Imperia: Eminent Domain (1997)
Reach for the Stars (1988)
Sins of a Solar Empire (2006) (Still Under Development)
Space Empires I-V (1993-2006)
Spaceward, Ho! (1990)
Star Trek: Birth of the Federation (1999)
Star Wars: Rebellion (1998)
Stars! (1995)
Sword of the Stars (2006)
Trade Wars 2002 (1986)
VGA Planets (1992)
Warpath (1997)