Since Lion, nettop ships with the system. Hit d to switch to delta instead of total usage, p for human-readable numbers, and left arrow to collapse into process names.

On linux there's nethogs. http://nethogs.sourceforge.net/

Apparently there's ntop which works on all platforms and has all kinds of snazzy features but I've never tried it personally. http://www.ntop.org/products/ntop/

There's an app for that, http://rubbernetapp.com (not free)

iStat pro widget gives you this info (and much more). Once installed, one key press (F4) and you've got all the info you need.