Here in Germany we have Stiftung Warentest [1] and it is financed by selling their reports as magazines and online. They also receive some government support from the consumer protection ministry. Not sure if there are any competitors, Stiftung Warentest is certainly by far the most well known one.
Yes, I'm aware of Which? -- my parents used to get it when I was growing up.
It was only ever able to cover a tiny part of the market for a few selected things, though. (And of course only a small minority of people would ever see it.)