SSpace is a MATLAB toolbox for time series modeling and forecasting in a rather flexible and powerful State Space framework. It may be downloaded from Bitbucket, but the news is that it is now published in the Journal of Statistical Software (here).
There is a lot to do still, but any potential user that gives it a try would soon realize that it is very easy to use. I would recommend running the demos from beginning to end, since they are conceived as a tutorial that drives the user through the modeling process step by step. People who are not directly interested in State Space modeling may also take advantage of the toolbox, because there are several templates for implementing many sort of usual time series models in a very flexible way. In other words, there is no need to know anything about State Space approaches to exploit fully the toolbox.
There are still more toolboxes to come soon!!