These categories are called Puppe-exact or p-exact categories. See “Jordan-Hölder, modularity and distributivity in non-commutative algebra”, paragraph 1.1, byof Jordan-Hölder, modularity and distributivity in non-commutative algebra, by Francis Borceux and Marco Grandis (JPAA 208208 (2007), 665-689 ; available heredoi: http://www.dima.unige.it/~grandis/BGwe.Abs.html10.1016/j.jpaa.2006.03.004), for non-abelian examples. And see the papers of Marco Grandis (e.g. this one: http://www.numdam.org:80/numdam-bin/item?id=CTGDC_1992__33_2_135_0On the categorical foundations of homological and homotopical algebra (Numdam)) and Mitchell's book “Theory of categories” for homological results in this context (as a general rule, all homological lemmas non involving direct products hold).