Excluding things that still involve moving fluid through a turbine or piston engine mechanically driving a dynamo or alternator while simply swapping out the steam for another fluid (too obvious), here’s all the ones I could find:

• batteries
• fuel cells
• photovoltaics
• piezoelectrics (which the other reply already mentioned)
• thermoelectrics (specifically, the Seebeck effect)
• photon-intermediate direct energy conversion (PIDEC)
• magnetohydrodynamic generators