Matt Vincent's answer covers some items and monsters, so I won't cover them here.
Clerics choosing the Tempest domain (PHB p.62) are granted two relevant abilities:
Wrath of the Storm, bestowed at 1st level:
When a creature within 5 feet of you that you can see
hits you with an attack, you can use your reaction to
cause the creature to make a Dexterity saving throw.
The creature takes 2d8 lightning or thunder damage
(your choice) on a failed saving throw, and half as much
damage on a successful one.
Divine Strike, bestowed at 8th level:
Once on each of your turns
when you hit a creature with a weapon attack, you can
cause the attack to deal an extra 1d8 thunder damage to
the target. When you reach 14th level, the extra damage
increases to 2d8.
Though these are magical effects, they explicitly aren't spells. This is in contrast to, say, the Monk's Monastic Tradition Way of the Four Elements (PHB p.80-81), which allows a Monk to cast spells, including thunderwave.