For OpenGL you have a few options:

JEDI-SDL for 3D and 2D Plus it has a ton of other gamming components and objects

GLScene great for 3D

GLXTreem(you'll have to find the site) good for 3D

&

A3D(you'll have to find the site) obviously 3D

Delgine Project which is a 3D Editor/Engine Project.


When in doubt try searching on these sites:
www.google.com keywords = Delphi & OpenGL || DirectX
www.sourceforge.net
www.dgdev.net & www.delphigamer.com (in the middle of a merger)
turbo.gamedev.net


There ya go, hope I've been of some help. Good luck with your future game development projects and please, Let us know about them! We may even decide to feature it on this very site in the comming months. Who knows...