Cancel out Earth's Magnetic field Is there any tools except helmholtz coil to cancel out earth's magnetic field to calibrate magnetometers in practice.
 A: There is one and only way to cancel something: add its negative to itself. However, there is an alternative to cancellation for shielding a region from external electromagnetic fields.
Generally speaking, methods of isolating a region from external electromagnetic fields (EM shielding) can be divided into two categories, passive and active. A passive shield prevents the external field from reaching the isolated internal region. Whatever the field is outside, the field is zero inside. This is convenient if the strength of the external field is variable or unknown. Faraday cages (shields made from a mesh of conducting material) are examples of passive shields against static (and non-static) electric fields.
Alternatively, if you know the value of the external field from which you want to isolate a region, you can generate an equal and opposite field to the external field to actively "cancel it out". The active alternative to a Faraday cage for blocking electrostatic fields is a capacitor, whose geometry is precisely shaped so that the electric between the two charged plates exactly cancels the external field in the region of interest.
The magnetostatic analog for active shielding is field cancellation using solenoids with the appropriate geometry. The passive alternative for magnetostatically shielding a region (analog to the Faraday cage) is an enclosing surface made of material (metal alloys) with high magnetic permeability. They don't exactly block the external magnetic field per se in the same way a Faraday cage blocks an external electric field, but rather draw the field into themselves, providing a path for the magnetic field lines around shielded cavity.
However, the effectiveness of passive magnetostatic shielding diminishes for very weak fields. From a practical standpoint, this usually makes active shielding by electromagnets (solenoids, Helmholtz coils, etc.) the more useful of the two options.
A: David H provided a good answer, but the short answer to your question is "yes", other shielding (passive) exists.  A Mu-Metal ($\mu {-metal}$) has a very high magnetic permeability and can be used to provide magnetic shielding.  Some call these "Zero gauss chambers".  These essentially "channel" the magnetic field around the center of the chamber.
