There are so many but here's a list of the most common:
http://www.angelfire.com/pro/piercings/
I also know there are Monroe Piercing/Crawford Piercing - a piercing of a ball just above the lip to resemble their moles
Genital Piercings
Ampallang - Male genital piercing placed horizontally through the head of the penis, often also going through the urethra.
Apadravya - Male genital piercing vertical through the head of the penis. This piercing often also goes through the urethra.
Cleopatra - The name sometimes given to a “reverse” Prince Albert. The placement is similar to a PA, but done so as to align over the top of the penis.
Dydoe - Male genital piercing that are placed through the crown of the head of the penis. Most often small barbells are worn in these piercings.
Foreskin - The name for any piercing in the foreskin. Obviously, only uncircumcised males can have these piercings.
Frenum - Shaft skin piercing perpendicular to shaft just below the head of the penis. A ring or barbell can be worn in this piercing.
Guiche - Male genital piercing made in the flat area just behind the testicles. The placement most closely corresponds to the location of the first chakra discussed in Eastern healing systems.
Hafada - A piercing placed in the loose skin on the side of the testicular sack. Most often a ring is worn in this piercing. Sometimes this is called a scrotal piercing.
Prince Albert - Male genital piercing that goes through the shaft, just under the head, going through and exiting via the urethra. Despite many stories that Victorian consort Albert himself wore one of these piercings, there is no actual history record to confirm this. Nonetheless, this is one of the most popular modern-day men’s body piercings.
Trans-Scrotal Piercing - These rare and dangerous piercings run through the center of the scrotum, and result in a healed tunnel of skin that connects the outer surfaces of the skin. Infection rate is very high and should only be done by experienced piercers.
Clitoral Piercing - Piercing of the knobbed nerve bundle that is related to sexual stimulation. Due to potential for damage to sexual function, it is very rare for a woman to actually have her clitoris pierced. Essentially, unless the tissue is very well developed, this piercing should not even be attempted. A clitoral hood piercing is much safer and can work pleasurably for many women.
Fourchette - Labial piercing at rear of vagina. This piercing is sometimes referred to as the “female guiche” due to the similarity in location to the male piercing. This piercing can be difficult to heal as it partially pierces the rear wall of the vagina just at the opening.
Hood, horizontal - Clitoral hood piercing done with horizontal placement. This variation is most often done when the woman’s clitoral development is such that the hood does not entirely cover the clitoris with the bead of the piercing ring just brushing the sensitive bundle of tissue.
Hood, vertical - Clitoral hood piercing done with vertical placement. This directional placement is best suited for women whose clitoral hood covers the clitoral bundle entirely. Worn with either a ring or barbell, this piercing is positioned so that the jewelry can brush or rub against the clitoris.
Labia - Female genital piercing of the vaginal lips. Depending on the anatomy of the body, it is possible to pierce both the inner or outer labia as the wearer desires. Some women’s anatomy supports one or the other, for some women, both would be possible.
Queen Christina - Name most commonly used to refer to any piercing of the clitoral hood. This piercing can be done vertically or horizontally, depending on the placement desired by the wearer, and is suited for both ring or barbell jewelry.
Triangle - This hood piercing places a ring so that it goes through a small gap that sits somewhat behind the clitoral nerve bundle. This piercing should only be attempted on person's who have suitable anatomy and by a body piercer who has training and experience with this type of placement.