Data not in backups

Databases

IBM DB2
Microsoft SQL Server
MySQL - (If you are running a MySQL server, backups may not properly back up the database files, because the server may have locks in memory or other files open/locked at the time the backup occurs. If you want to be sure your mysql db is being backed up, you should do periodic dumps (mysqldump) to a directory under /usr0 or some other nightly backed up volume.)
Oracle Database
PostgreSQL

Directories

Automounted - (A statically-mounted network volume will actually be mounted in /automount, and a symbolic link pointing to it will be placed where the volume would normally be mounted.)
Cores - (Under some conditions, when a program crashes, it stores a copy of the program state at the time it crashed into this directory. This is really only useful for programmers trying to debug their own programs.)
I386 - (A copy of the Windows Installation CD.)
Image - (An archive file of data including all the filesystem metadata, including boot code, structures, and attributes. All of this information is contained in a single file.)
Google - (This directory contains files, such as settings and user data, for a variety of Google programs including Google Chrome and Google Desktop.)
Lastlog - (A database directory which contains info on the last login of each user.)
Network - (This is the "real" location of the Network item that appears at the Computer level in the finder. It provides a place to attach network-wide resources and server volumes.)
Private - (Provides an extra layer of security for confidential and/or sensitive files that you do not want to share with other people.)
Service Pack - (A collection of updates, fixes and/or enhancements to a software program delivered in the form of a single installable package.)
System Volume - (This is the disk volume that contains the hardware-specific files that are needed to start the Operating System.)
Var - (Contains system logging and accounting,system news,preserved data from interrupted edit sessions,files being processed by programs such as electronic mail.)

Files

Cache - (AFS, Mozilla, Internet Explorer have a temporary storage area where frequently accessed data can be stored for rapid access.)
Deleted - (Any files that are deleted and put the operating systems trash bin.)
Dump - (Files that are created when an error occurs for which there is additional information that would be useful in diagnosing a problem.)
Encrypted - (A form of disk encryption where individual files or directories are encrypted.)
Swap - (A space on a hard disk used as the virtual memory extension of a computer's real memory.)
Temporary - (A computer file used to store information for a short time; the file is then deleted after its use. They are often stored in a temporary folder and/or with the .TMP file extension.)

Indexing

Pagefiling - (Temporary data which is swapped in and out of physical memory in order to provide a larger virtual memory set.)
Spotlight V100 - (A indexing search technology on mac that can find anything on your computer or any mounted volume.)

Virtual OS

Parallels - (A program that give Apple users have the ability to run Windows, Linux or any other operating system and their critical applications at the same time as Mac OS X.)
VMware - (Transforms hardware into software. Use VMware to transform or virtualize the hardware resources of an x86 based computer including the CPU, RAM, hard disk and network controller to create a fully functional virtual machine that can run its own operating system and applications just like a real computer.)