I've created a number of DLLs to extend Game Maker:
ExtremePhysics: A 2D physics engine for Game Maker. I've created a separate category for this one, because it's significantly larger than the other ones.
GM-GMP: GM port of the GNU Multiple Precision Arithmetic Library. With this DLL you can perform calculations with very large integers (the range is only limited by the available memory).
Http Dll 2: This DLL can be used to send HTTP requests to websites and read (or save) the results. It supports post parameters and headers too. The DLL can also be used to create sockets (normal sockets or listening sockets) and has support for binary buffers (similar to 39dll).
ds_bin dll: This DLL adds a new data structure to GM. A ds_bin is a 1D, 2D or 3D grid that stores 1, 2, 4, 8, 16 or 32-bit integers. There are also lots of functions to perform calculations and other operations on the data structures.
This list is not complete, I still have to add some of my older DLLs.
If you are looking for some old DLL that isn't listed here, try to find it somewhere else for now :). You can find almost all my DLLs on the Dutch Game Maker Community:
Just search for all topics created by me (username "Maarten Baert"). Some DLLs can also be found on the (English) Game Maker Community.