Taken from Decloak (decloak.net):
- If you have JAVA installed, it will try to open direct socket connection from your real IP
- If you have Quick Time, it will try to load applet with special parameter to ask your browser for direct connection
- Will try to load Microsoft Word document containing embedded image from server. This will bypass proxy and also show your real DNS server.
- Flash SWF can open direct connections, ignoring proxy settings.
- ITunes registers new protocol itms:// in the system. With default player, it will directly connect to specified URL.
Please add more in comments.
See also How to block all traffic exept Tor