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dex is a federated identity management service. It provides OpenID Connect (OIDC) and OAuth 2.0 to users, and can proxy to multiple remote identity providers (IdP) to drive actual authentication, as well as managing local username/password credentials.
Remote IdPs could implement any auth-N protocol. *Connectors* contain protocol-specific logic and are used to communicate with remote IdPs. Possible examples of connectors could be: OIDC, LDAP, Local credentials, Basic Auth, etc.
dex ships with an OIDC connector, useful for authenticating with services like Google and Salesforce (or even other dex instances!) and a "local" connector, in which dex itself presents a UI for users to authenticate via dex-stored credentials.
If you want to try out dex quickly with a single process and no database (do *not* run this way in production!) take a look at the [dev guide][dev-guide].
Auth0 is a commercial product which implements the OpenID Connect protocol and [JWT](http://jwt.io). It comes with built-in support for 30+ social providers (and provide extensibility points to add customs); enterprise providers like ADFS, SiteMinder, Ping, Tivoli, or any SAML provider; LDAP/AD connectors that can be run behind firewalls via [an open source agent/connector](https://github.com/auth0/ad-ldap-connector); built-in user/password stores with email and phone verification; legacy user/password stores running Mongo, PG, MySQL, SQL Server among others; multi-factor auth; passwordless support; custom extensibility of the auth pipeline through node.js and many other things.
You could chain dex with Auth0, dex as RP and Auth0 as OpenId Connect Provider, and bring to dex all the providers that come in Auth0 plus the user management capabilities.
OmniAuth provides authentication federation at the language (Ruby) level, with a [wide range of integrations](https://github.com/intridea/omniauth/wiki/List-of-Strategies) available.
Okta is a commercial product which is similar to dex in that for it too, identity federation is a key feature. It connects to many more authentication providers than dex, and also does the federation in the opposite direction - it can be used as a SSO to other identity providers.
Shibboleth is an open source system implementing the [SAML](https://www.oasis-open.org/standards#samlv2.0) standard, and can federate from a variety of backends, most notably LDAP.