Salesforce Change Set

List of Component Type available in Change Set:

• Action
• Action Link Group Template
• Apex Class
• Apex Sharing Reason
• Apex Trigger
• App
• Approval Process
• Assignment Rule
• Auth. Provider
• Auto-Response Rule
• Button or Link
• CORS Whitelist Origin
• Call Center
• Communication Channel Layout
• Compact Layout
• Custom Console Component
• Custom Field
• Custom Label
• Custom Metadata Type
• Custom Object
• Custom Permission
• Custom Report Type
• Custom Setting
• Dashboard
• Dataflow
• Document
• Email Template
• Escalation Rule
• External Data Source
• Feed Filter
• Field Set
• Flow Definition
• Folder
• Global Picklist
• Group
• Home Page Component
• Home Page Layout
• Language Translation
• Letterhead
• Lightning Component Bundle
• Lightning Page
• List View
• Matching Rule
• Name Credential
• Opportunity Split Type
• Page Layout
• Permission Set
• Platform Cache Partition
• Post Templates
• Queue
• Record Type
• Remote Site
• Report
• Reporting Snapshot
• Role
• S-Control
• Send Action
• Sharing Criteria Rule
• Sharing Owner Rule
• Sharing Territory Rule
• Site.com
• Static Resource
• Tab
• User Provisioning Config
• Validation Rule
• Visualforce Component
• Visualforce Page
• Workflow Email Alert
• Workflow Field Update
• Workflow Outbound Message
• Workflow Rule
• Workflow Task
• Zone

The one in purple is just to mark new components added since Summer'15 release.

Note:

Search Layouts is not available as independent Component in Change Set, but when you deploy the object, all Search Layouts for that object is included.

For Custom Settings, you need to re-create or export/import (e.g. using Data Loader) the data set/values in the target org, Change Set will only deploy the Custom Setting shell.

Custom Fields from Custom Settings will be treat as per normal Custom Fields from object.

The components available for a change set vary by edition. Some components require corresponding features to be enabled in your organization, such as: Sharing Territory Rule will not available if Territory  is not enabled. 

If you create or modify components that are not available in a change set, you can't send those components from one organization to another in a change set. In this case, migrate the changes manually by repeating the steps you performed when you created or modified the component.

List Views are visible to all users when you deploy a change set. Change the visibility in the destination organization as necessary. See more information related to List View for change set here List View not visible in Change Set.

Deployed custom tabs are hidden by default for all users. They’re visible only if the change set also contains profiles that set the visibility property appropriately. Professional Edition organizations are an exception—deployed custom tabs in those organizations are always visible by default.