SDL and Allegro aim to provide a more or less complete game programming library, but you might also consider combining several separate libraries that focus on smaller areas--especially if the general-purpose libraries don't quite do what you want.
A loose assortment of links to get you thinking: Chipmunk, GLFW, OpenAL, Horde3D, Lua, PhysicsFS, SQLite, Ogre3D, Guile, Irrlicht, irrKlang...
gusano79
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