From the 1940s until 1979, branches of the Academy named and screened finalists in the categories of Best Cinematography, Art Direction, Costume Design, Film Editing, Sound and Music. The Sound Editing award also, until 2005, was winnowed down from a shortlist. At present, finalists are named in the categories for Makeup & Hairstyling, Visual Effects, Music, International Feature Film, Documentary and Short Film. Those which were shortlisted, but ultimately not nominated in any category are listed here.
A fairly complete list by year and category may be viewed here. This information was compiled from trade journals, newspapers and Academy press releases.
Please comment if you are aware of any shortlists that are not mentioned here. I have yet to see shortlists from 1947-1948 and many from the '80s and '90s.