PCAPdroid is an android app to capture the phone traffic and analyze it remotely (e.g. via Wireshark). The traffic can be easily downloaded from a remote device thanks to the integrated HTTP server, or streamed to a remote UDP receiver.
tcpdump is a common packet analyzer that runs under the command line. It allows the user to intercept and display TCP/IP and other packets being transmitted or received over a network to which the computer is attached.