What elements and/or substances without water are liquid at room temperature?
This question is a bit broad in terms of the sheer amount of chemical compounds and mixtures that are liquid at room temperature. Examples include:

Compounds
Acids, bases, many hydrocarbons (e.g. hexane) and many more

Mixtures
Crude oil, aqua regia and many more

In terms of elements, there are only two that are liquid at room temperature (say about 20 °C or 293 K):


Mercury (as you identified).
Bromine


Francium, cesium, gallium and rubidium are close, with melting points at 300 K, 301.59 K, 303.3 K and 312.46 K respectively.

LennTech provides a list The elements of the periodic table sorted by melting point