Some applications can either leak sensitive information through the Tor channel or they can make communication outside of the Tor channel which could lead to identification of your computer in the Tor network.
Is there a list of applications which are known for such leaks?
The most central place is the TorifyHOWTO in The Tor Project's wiki.
Is there a list of applications where such leaks were not observed?
Proving a negative is impossible. You can only scrutinize applications yourself or take your chances and use recommended applications. Probably the most popular, best supported and most used application is the Tor Browser Bundle by The Tor Project. Still, proxy-bypass bugs occasionally get caught.
Is there an initiative trying to create and maintain such lists?
Not really. There is only the TorifyHOWTO, but there is little activity. From my personal experience, due to low activity, non-existant moderation activity and edit wars, editors aren't motivated.