You can add data to anything that derives from AcDbObject object. So any object that can be saved in a autocad file or another way of putting it is a whole butt-load
Now most of these objects have many objects derived from them like a layer that derives from symbolTableRecord
AcDbAssocAction
AcDbAssocActionBody
AcDbAssocActionParam
AcDbAssocDependency
AcDbAssocDependencyBody
AcDbAssocManager
AcDbBackground
AcDbBreakData
AcDbBreakPointRef
AcDbColor
AcDbDataLink
AcDbDataTable
AcDbDictionary
AcDbDimAssoc
AcDbEntity
AcDbEvalExpr
AcDbEvalGraph
AcDbField
AcDbFilter
AcDbGeoData
AcDbGroup
AcDbIndex
AcDbLinkedData
AcDbLongTransaction
AcDbMaterial
AcDbMLeaderStyle
AcDbMlineStyle
AcDbModelDocViewStyle
AcDbMotionPath
AcDbNamedPath
AcDbPlaceHolder
AcDbPlotSettings
AcDbPointCloudColorMap
AcDbPointCloudDefEx
AcDbPointCloudDefReactorEx
AcDbProxyObject
AcDbRasterImageDef
AcDbRasterImageDefReactor
AcDbRasterVariables
AcDbRenderEnvironment
AcDbRenderGlobal
AcDbRenderSettings
AcDbSectionManager
AcDbSectionSettings
AcDbSortentsTable
AcDbSun
AcDbSymbolTable
AcDbSymbolTableRecord
AcDbAbstractViewTableRecord
AcDbBlockTableRecord
AcDbDimStyleTableRecord
AcDbLayerTableRecord
AcDbLinetypeTableRecord
AcDbRegAppTableRecord
AcDbTextStyleTableRecord
AcDbUCSTableRecord
AcDbTableStyle
AcDbUnderlayDefinition
AcDbVisualStyle
AcDbXrecord