• HackMyVM. It is based on virtual machines. A very good option in case you don't have a good internet connection. Read their manifesto.
• Wargames (overthewire.org). They are not based on web challenges, but primarily on tasks to improve your skills in GNU/Linux (the easier challenges) and in reverse engineering or privilege escalation (the more difficult ones).
• crackmes.one. Reverse engineering challenges.
• https://ringzer0ctf.com/challenges. A wide variety of challenges, from programming and cryptography to malware analysis, forensics, etc.
• https://www.wechall.net/challs. Many challenges focused on hypothetical situations. Very fun.
• Edit: I forgot this one: https://www.hackthissite.org/. A platform developed by anarcho-communist hacker Jeremy Hammond. It has several programming challenges and real-life scenarios.

I don't recommend HackTheBox or these mainstream platforms because they are paid (with very few challenges or free virtual machines). The person who pays is the one who learns. I hate that so much. No one should pay to learn, knowledge is online and libre.

Happy hacking, comrade.