Firewalls are typically employed to prevent bad "packets" coming in from the outside world. But these days we are mostly behind routers and a lot of that danger is mitigated by the router. The danger we face is mostly from within. The proverbial Trojan horse.
In Windows world there are a lot of Application Firewalls and OSX has a neat utility called "Little Snitch" with does this job of ensuring applications behave by not requesting data outside of their scope. Even my iPhone, jail broken, has an app that prevents applications from accessing web site outside of their scope. Its surprising the amount of data they "push" to web sites like scorecard.com and a variety of apple servers. I disable these and the applications still work so I know its not necessary.
In Linux world there seems to be little in this vein. You can kludge it with
iptables and some other scripts in perl to get the result in a very clumsy way.
Take this post which is frequently referenced when a question like this is asked.
It doesn't answer the question.
They talk about firewalls that totally cut of a port which is not what most people want. All most people want is that application X which should be a local app doesn't go out and chat to the web when it has no need to chat to the web. Or a program that access yahoo weather goes to five other sites not related to its job of accessing the weather. Or in my one of my banking apps on iPhone goes outside of the bank to a webtrends web site. Sure its not related to Ubuntu but is an example of Apps behaving badly.
The other app referred to in this post is Leopard Flower which hasn't been updated in a year and I'd hate to keep that running with the up coming release of Ubuntu.
All other posts related to this area keep making recommendations for apps that totally cut off access for an application but don't provide that simple "Little Snitch" idea of App X wants to access Web Y, Allow or Deny access. No complicated iptable rules, no total port cut offs.
Have I looked hard enough or is there simply no "Application Firewall" for Ubuntu?