a.) As mentioned above, the projective special linear group $\operatorname{PSL}_n (F)$ is infinite and simple for any infinite field $F$ and any integer $n>1$. In fact, $\operatorname{PSL}_n(F)$ is simple if $n\geq 3$ for any field $F$ and if $n=2$ and $|F|\geq 4$.
b.) The group $\operatorname{SO}_3(\mathbb{R})$ (which may be seen as a group of rotations of a sphere $\mathbb{S}^2$) is simple (and obviously infinite).
c.) The projective symplectic group over an infinite field $F$ $$\operatorname{PSp}_{2n}(F):=\frac{\operatorname{Sp}_{2n}(F)}{Z(\operatorname{Sp}_{2n}(F))}$$ is simple. In fact, $\operatorname{PSp}_{2n}(F)$ is siple for any $n\geq 1$ and $F$ except the cases $n=1 \ \text{and} \ F = \mathbb{F}_2$, $n=1 \ \text{and} \ F = \mathbb{F}_3$, $n=2 \ \text{and} \ F = \mathbb{F}_2$.
Further reading:
1.) https://cameroncounts.wordpress.com/wp-content/uploads/2013/12/cg.pdf Here you may know more about examples a.) and c.) (despite the fact that this book is focused on "classical finite groups").