The appendices to Bringhurt's Elements of Typographic Style are very useful for this, though I admit I don't remember if he lists Unicode values for all of them. And of course, this is only for Western alphabets. You could also try the Unicode site itself — for instance:

http://www.unicode.org/charts/PDF/U0300.pdf

Though the code tables don't identify languages that the diacritics are used in, Bringhurst does, so between the two resources you may have what you need.

Josh

Try this:
http://diacritics.typo.cz/

These are both excellent resources. Thank you both!

Great source for Cyrillic Alphabets by Karel Piska: http://www.tug.org/TUGboat/Articles/tb17-2/tb51pisk.pdf

I’ve found both of these sites to be useful resources, in different ways at different times:

http://www.omniglot.com/writing/index.htm
http://www.eki.ee/letter/

The Wikipedia article about Latin-derived alphabets is the nearest single source I know (I'm assuming you are searching mainly for Latin script languages).

For deeper information, you can take a look on each letter and language article published in Wikipedia. Each letter article brings a table with diacritical combinations.

About transliterations, there is an excellent archive made by Thomas Pedersen. It's almost hidden in the Estonian Language Institute site, the same cited by Kentlew.

I'm concluding a survey about glyphs needed to support all Latin-script languages and also phonetic systems (IPA, APA, etc.). Unhappily, I did not keep information about the languages, just took the glyphs.

You might also look at:

http://typedeskref.com/

I find diacritics.typo.cz a nice collection of info, but the way Mr. Blažek's copyright claim is worded, one may not use the info for anything at all. Well, that's my understanding of it, anyway. (See "About the Project".)

instead of bookmarking any of these sites I am just going to bookmark this thread. This is awesome.
That Type Desk Reference looks sweet. I'd like to add that to my type reference books.