Check out the W3C's list of HTML attributes, there's a "type" column in there and just look for URI types.
And of course the HTML 5 version of that list is useful too (edit: updated link for HTML 5.2 here)
So for HTML4 we've got:
<a href=url>
<applet codebase=url>
<area href=url>
<base href=url>
<blockquote cite=url>
<body background=url>
<del cite=url>
<form action=url>
<frame longdesc=url>
and <frame src=url>
<head profile=url>
<iframe longdesc=url>
and <iframe src=url>
<img longdesc=url>
and <img src=url>
and <img usemap=url>
<input src=url>
and <input usemap=url>
<ins cite=url>
<link href=url>
<object classid=url>
and <object codebase=url>
and <object data=url>
and <object usemap=url>
<q cite=url>
<script src=url>
HTML 5 adds a few (and HTML5 seems to not use some of the ones above as well):
<audio src=url>
<button formaction=url>
<command icon=url>
<embed src=url>
<html manifest=url>
<input formaction=url>
<source src=url>
<track src=url>
<video poster=url>
and <video src=url>
These aren't necessarily simple URLs:
<img srcset="url1 resolution1, url2 resolution2">
<source srcset="url1 resolution1, url2 resolution2">
<object archive=url>
or <object archive="url1 url2 url3">
<applet archive=url>
or <applet archive=url1,url2,url3>
<meta http-equiv="refresh" content="seconds; url">
SVGs can also contain links to resources: <svg><image href="url" /></svg>
In addition, the style
attribute can contain css declarations with one or several urls. For example: <div style="background: url(image.png)">