Here are some sites where you can find products that aren't directly tested on animals. http://leapingbunny.org/indexcus.php
http://search.caringconsumer.com/
I'm sure just about everything has been tested on animals at one time or another. Some companies rely on data from already tested products in the past rather than perform new tests. There are also some products that are tested because it's required by law.
I think testing is especially sad when it's done only for purposes of vanity-- such as in cosmetic testing or testing of products to reduce wrinkles.