Applied budget work has gathered momentum across the globe with more and more non-governmental research organizations operating in a broad spectrum of activities including budget policy analysis, analyses of socio-economic issues and impact of budgetary processes, sector specific budget study, gender initiatives in budgeting, briefings and trainings for new parliamentarians, civil society, researchers etc on current budget issues and tools for enhanced budget decision making.
Some organizations engaged in the applied budget work:

DISHA (Developing Initiative for Social and Human Actions) – India:
 
Disha is a mass-based organization in Gujarat that started in 1985 with the aim of altering societal power relationships in favor of the poor to produce social change (http://www.disha-india.org)

Centre for Budget and Policy Studies in Bangalore – India:

It is an independent, non partisan, not for profit society based in Bangalore. The organization engages in research and analysis of sustainable and equitable development in India, with a focus on the local level. http://www.cbpsindia.org

Budget Information Service – Institute for Democracy in South Africa:

Idasa is an independent public interest organisation committed to promoting sustainable democracy based on active citizenship, democratic institutions, and social justice. http://www.idasa.org.za

Centre for Budget and Policy Priorities –USA:

The Center conducts research and analysis to inform public debates over proposed budget and tax policies and to help ensure that the needs of low-income families and individuals are considered in these debates. The Center examines the short and long term impacts that proposed policies would have on the health of the economy and on the soundness of federal and state budgets. http://www.cbpp.org

St.Petersburg Strategy Centre – Russia:

The centre aims at strategy linked research and the development of public policy institutions and civil society organizations in the Russian Federation. http://www.strategy-spb.ru
In addition to the above, extensive applied budget work has been done in the developing countries of South Asia – Nepal, Bangladesh and Pakistan. Gender budgeting and its impacts have been emphasized in these countries. Gender budgeting initiative in India - a study was conducted the Centre for Budget and Policy Studies in Bangalore.
World Bank has conducted Public expenditure tracking surveys in Nepal, Bangladesh and Pakistan for assessing the quality and methodology of public finances spending of the State.