Don't think there are many that will allow you to control them independently without some sort of control hub. Most are either Zwave or ZigBee devices.
I have a Smartthings hub, and although its cloud based, I can control switches myself by creating my own smartapp which accepts a signal from a URL string/GET request.
Smartthings is quite customisable and being able to make your own aps within the Smartthings infrastructure.... but requires a stable and reliable internet connection and the understanding that if there is no internet connection, automation wont work and in some cases could leave you in the dark if there is no manual way to switch things on.
I've found the orvibo s20 with some corresponding perl or php code. Device is o on order so should know in a couple of days how well it works. Thanks for the other suggestions.
Fibaro have a remotely controllable on off relay, can turn anything on and off, subject to load limits (might need a contactor for high loads). It does need a hub but doesn't need an internet connection. The Fibaro gear supports scripting in LUA I think
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