Let's do a refresher course in some key terms of Hellenismos and Hellenic sacrifice: holókautein versus thyesthai. Some definitions first: worship in ancient Hellas typically consisted of sacrificing at the altar with hymn and prayer. Holokautein (ὁλοκαυτεῖν) were sacrifices in which the sacrifice--domestic animal, fruits, cakes, wine, etc.--was utterly destroyed and burnt up, as opposed to thyesthai (θύεσθαι), in which the sacrifice was shared with the Gods in question and one's fellow worshippers. In the case of a latter animal sacrifice, the edible parts of the sacrificed animal were roasted or boiled and distributed for festive celebration, whereas the inedible parts were burned or placed on the altar, those being the Gods' share.

Let me now say that there is no list; well, I could probably make one but that would be highly impracticle and I would most likely forget two thirds of divinities and others who recieve(d) sacrifice. I can make a general working formula for you though: Ouranic deities (so any deity (!) who lives on the Earth, on Olympos, or in the sea) were honored with thyesthai. The Khthonic, or Underworld, deities, malign deities, heroes, the dead, ghosts and nymphs and their ilk recieved holókautein.

This distinction is very black and white, but there were variations, especially between city-states, but sometimes even within a single city-state. Context was important, but as a working model, the distinction above is useful. So, why this divide?

Sacrifices to the Ouranic deities were given to establish kharis: the act of giving to the Gods so They might give something in return. It's religious reciprocity. It is important to realize that even a sacrifice where the worshippers share in the sacrifice is essentially a holókaustos: the entire sacrifice is given to the Gods in question, but as part of kharis, the Gods do not take all of it, but give part of it back to Their worshippers to sustain them and reward them for their worship. So the entire sacrifice is property of the Gods as soon as it is dedicated to Them (a procession to the altar is sufficient for that, but hymns and prayers aid this proccess), but They share it with us. This way, kharis is established right away: I give to You, You give to me, and so we sustain and honor each other.

For holókautein, I am going to disregard the nymphs for a bit and come back to them later. Kharis need not be established with Khthonic deities: for us humans, we will go to the Underworld regardless of good standing. As with Ouranic sacrifices, the entire sacrifice belongs to the intended force as soon as it is dedicated to them, be it Underworld Gods, or the dead in any form (heroes, after all, are dead as well). As humans, we try not to get in contact with the Underworld, as it brings miasma with it: miasma describes the lingering aura of uncleanliness in regards to a person or space through which contact is made with the Gods. Miasma occurs whenever the space or person comes into contact with death, sickness, birth, sex, excessive negative emotions and bodily fluids. It also comes from a lack of contact with the Hellenic Gods. Not the actual acts of dying, sex and birth cause miasma but the opening up of the way to the Underworld (with births and deaths) as well as contact with sweat, blood, semen, menstrual blood and urine pollutes us.

If we were to partake from food that belongs to the Underworld (because we gave it to its deities), we would take something of the underworld inside of us, and as the myth of Persephone clearly states, this means you would become part of the Underworld itself. In my opinion, this is the main reason why we give holókautein to the Underworld deities and the dead.

As for the nymphs: they are a story unto themselves. We have very little factual information on the worship of nymphs. We know it took place, we know they receive libations (mostly of honey and water), and we know they had sactuaries which were sometimes tended to full time by self-appointed priests. There are, however, many forms of the nature spirits we call nymphs. Some are Ouranic in character, some Khthonic, so it varies what kind of sacrifice they got and get. Even more so, some source material (including Oedipus at Colonus by Sophocles) features libations of water and honey to non-specified nymphs, but which seem to have an Ouranic character. As such, I tend to give holocaustal sacrifices to the nymphs, just to be on the safe side.

I hope this generalized list helps in deciding how to sacrifice to which force and furthers your understanding of ancient Hellenic sacrificial practices.