I don't know of any such list myself, but I know that your own computer is the first place to start looking. Depending on what software you've installed, you will already have hundreds if not thousands of COM objects available to play with.
One way to see what's available is by looking under Tools> References in the VBA editor within Word or other Office products. Then include a reference, and go to the Object Browser to see its methods and properties.
If you don't have Office installed, there are other ways to list the COM interfaces on your machine using VBScript. Take a look at Rob van der Woude's VBScript Scripting Techniques - Editors, IDEs & Object Browsers page where he describes some programs that provide an object browser.
He also gives a script that shows how to list ProgIds from your registry. I have over 3000 on my machine. Not all will have scriptable interfaces, but many will. .NET alone has hundreds of useful objects, and all are documented on MSDN. Once you have an interesting looking ProgId, do a Google search to find more about it.