Which journals allow authors to retain copyright...? I became motivated to ask this question after seeing the inspiring "© The Author(s) 2013 " in the header of this very interesting article, published in Compositio Mathematica.
Apart from open access math journals, which (math!) journals allow authors to retain copyrights of a published article? (this question can be seen as a follow-up to this post). 
I deem this question does have many possible answers, so I hope it's not closed like this other post. 
I do want to exclude comments/answers of the sort "give up your ethical ideals", since it's not advice what I'm looking for, just journal names.
Oh and feel free to set community wiki.
 A: In my experience, even journals that don't publically offer the author the option to retain copyright will usually give in, if you insist on it after your article is accepted.  As with the other answers, though, they usually insist on at least exclusive rights to commercial distribution.  This includes even journals published by the "big bads" like Elsevier.
A: If you do not wish to give the publisher exclusive rights to the article, you will most likely have to pay to get your work published.
For example, Springer has what they call open choice, which gives authors who pay US$ 3000 the choice to publish under the Creative Commons Attribution License (CC-BY) [irrespective of whether this is an open access journal or not]. This license allows users to read, copy, distribute and make derivative works from the material, as long as the author of the original work is cited. 
Oxford publishing offers the CC-BY license for $2800.
There may be journals that charge less, but I doubt that a journal would be able to survive if they used the CC-BY license without charging a fee. In fact, I would be curious to know: is there any professional journal (math or otherwise) that gives away exclusive rights without asking money for it?
UPDATE: 
Using the DOAJ, I arrived at the following list of mathematics journals that offer the CC-BY license without charging you for it. 
It counts 28 math journals, including the Albanian Journal of Mathematics, Chinese Journal of Mathematics, Formalized Mathematics, International Journal of Applied Mathematics and Computation, International Journal of Group Theory, Journal of Computational Geometry, Journal of Logic and Analysis, Mathematical Sciences, Revista Colombiana de Matemáticas, Surveys in Mathematics and its Applications, Transactions on Combinatorics. and 17 others.
If you can afford to pay, the list expands to a total of 158 math journals that offer the CC_BY license but may charge a fee.
Once the CC_BY license is offered the content is "open access" more or less by definition (since you cannot put an article behind a paywall if anyone is allowed to take it and distribute it).
A: All journals published by the American Mathematical Society (AMS) give the option for the authors to retain copyright.  
However, for subscription-based journals, if you choose this option, you must give AMS the exclusive right to publish, reproduce, distribute, display, transmit, etc, with certain exceptions (e.g. you can still post the paper on your website and arXiv).  So in practice, what you can legally do with the paper is about the same either way.
See this page and Section 5 of their Consent to Publish and Copyright Agreement form.
A: Based on the previous answers, it's not entirely clear how big a difference there is between retaining copyright but transferring an exclusive right to publish, and handing over the copyright. That said, here's a list of places that do, as a standard practice, allow the option of authors retaining copyright.
$\bullet$ Journals published by or affiliated with MSP (including Annals of Mathematics, Algebra and Number Theory, Geometry & Topology, Analysis & PDE, Pacific Journal of Mathematics, etc., a total of 11)
$\bullet$ AMS journals (for most of those the AMS is involved with, but not all)
$\bullet$ Compositio (as the OP noticed)
$\bullet$ SIAM journals (16 journals)
$\bullet$ International Mathematics Research Notices (maybe a few other Oxford journals too). I noticed that I hold the copyright on an article I published there.
$\bullet$ Some of the journals published by the Institute of Mathematical Statistics (like Probability Surveys and Statisical Surveys).
$\bullet$ Some electronic journals, like Integers, and the Electronic Journal of Combinatorics, Theory and Applications of Categories.
$\bullet$ Proceedings of the National Academy of Sciences. Mathematicians occasionally publish here, but it's not a math journal.
