A few use SDL (CS:S and TF2 for example). Lots use DirectX; some use OpenGL although that's not a library, it's an API. Fallout 3 and GTASA use libvorbis. Quite a few use Bink Video, although that's proprietary. Some use zlib.
You can just look through the .dlls in the folders of video games you have installed.
Pure GUI: QT, GTK,...
Sound APIS: SDL, SFML,OpenAL
Full-blown suites: SDL, SFML, Ogre (minus sound and full physics), Iirlicht
BBB suite and sandboxes: Unity, Blender, C4
Physics: Havok, Physx, Bullet
Graphics APIs: Opengl, Direct X
Raw System API: WINAPI, BSD, Unix driver writing
AAA quality sh!t:
Unreal 3 toolkit, Torque, Unreal 4...many more.
I would start with sfml if I were you and you had a functional understanding of classes, structures, functions, datatypes, boolean logic, conditionals, and loops.
Pros don't usually directly fiddle with DirectX or GL unless they are making a graphics library. In the industry they use wrapper APIs to simplify and speed up development. Going headfirst into D3D or GL would be like getting kicked in the balls if you don't know anything about memory and event driven programming.