Tenable Networks recently released Nessus v4, which is a cross-platform security scanning tool. There are lots of new features, including a 5-fold speed increase on Windows, a smaller memory footprint, and much more.
Nessus runs on Windows, Linux, BSD, and OS X and at the moment there are over 25600 different plugins for Nessus, each of which helps detect various security problems whether exploitable via localized access or remote access.
If you're a commercial organization that wants to use the tool to scan your networks then you have to purchase a "ProfessionalFeed subscription," which includes support and updates to the vulnerability database. The subscription costs $1200 per year and is worth every penny - in my opinion.