I've used libDAI in the past, but I'm not sure if it's maintained anymore. I've come across several other toolkits that looked interesting since then, but never had the right project. There's a group at (CMU?)/Pitt that I think now has a Python package for causal inference in particular. (Causality is far more complicated and harder to discover than a lot of the stuff I work towards though, which is all in biology.)