Android (5.0+): With Android N, you can finally reply to notifications directly from the shade, but most users don't have N yet. For those on Lollipop or above, QuickReply emulates that same feature for most notifications. The QuickReply apps uses Android's notification monitoring service to detect when a message comes in, and then adds its own buttons labelled "Reply" and "Direct". The first allows you to type a response to the received message directly, while Direct lets you choose from a selection of canned responses to send.
QuickReply's description on the Play Store lists the messaging apps that should be supported, but it may also work with apps that aren't on the list. Support may also vary by phone, since most phones add custom skins to Android.