For one... Philips Hue. The lights connect to a Zigbee base station, which has a local API for controlling the system.

(The base station does connect to a WAN server for remote control, but you could always block that at your firewall. The system works entirely fine in local mode.)

The last time that I looked, the Hue/Zigbee/whatever protocols were still fighting over each other to become the standard. Has that settled down?