An A-Z Index of the SQL Server 2005 database

Aggregate - CREATE AGGREGATE
          - DROP AGGREGATE 
Application Role - CREATE APPLICATION ROLE
                 - ALTER APPLICATION ROLE
                 - DROP APPLICATION ROLE
Assembly - CREATE ASSEMBLY
         - ALTER ASSEMBLY
         - DROP ASSEMBLY
ALTER AUTHORIZATION

BACKUP
BACKUP CERTIFICATE
BEGIN [DIALOG [CONVERSATION]]

Certificate - ALTER CERTIFICATE
            - CREATE CERTIFICATE
            - DROP CERTIFICATE
CHECKPOINT
COMMIT
Contract - CREATE CONTRACT
         - DROP CONTRACT
Credential - CREATE CREDENTIAL
           - ALTER CREDENTIAL
           - DROP CREDENTIAL

Database - CREATE DATABASE
         - ALTER DATABASE
         - DROP DATABASE
DBCC CHECKALLOC   - Check consistency of disk allocation.
DBCC CHECKCATALOG - Check catalog consistency
DBCC CHECKCONSTRAINTS - Check integrity of table constraints.
DBCC CHECKDB    - Check allocation, and integrity of all objects.
DBCC CHECKFILEGROUP - Check all tables and indexed views in a filegroup.
DBCC CHECKIDENT - Check identity value for a table.
DBCC CHECKTABLE - Check integrity of a table or indexed view.
DBCC CLEANTABLE - Reclaim space from dropped variable-length columns.
DBCC dllname    - Unload a DLL from memory.
DBCC DROPCLEANBUFFERS - Remove all clean buffers from the buffer pool.
DBCC FREE... CACHE  - Remove items from cache.
DBCC HELP        - Help for DBCC commands.
DBCC INPUTBUFFER - Display last statement sent from a client to a database instance.
DBCC OPENTRAN    - Display information about recent transactions.
DBCC OUTPUTBUFFER - Display last statement sent from a client to a database instance.
DBCC PROCCACHE   - Display information about the procedure cache
DBCC SHOW_STATISTICS - Display the current distribution statistics
DBCC SHRINKDATABASE - Shrink the size of the database data and log files.
DBCC SHRINKFILE  - Shrink or empty a database data or log file. 
DBCC SQLPERF     - Display transaction-log space statistics. Reset wait and latch statistics.
DBCC TRACE...    - Enable or Disable trace flags
DBCC UPDATEUSAGE - Report and correct page and row count inaccuracies in catalog views
DBCC USEROPTIONS - Return the SET options currently active
DBCC deprecated commands
DECLARE
Default - CREATE DEFAULT
        - DROP DEFAULT
DELETE
DENY - DENY Object permissions
     - DENY User/Role permissions
Endpoint - CREATE ENDPOINT
         - ALTER ENDPOINT
         - DROP ENDPOINT
Event - CREATE EVENT NOTIFICATION
      - DROP EVENT NOTIFICATION
EXECUTE
EXECUTE AS

Fulltext Catalog - CREATE FULLTEXT CATALOG
                 - ALTER FULLTEXT CATALOG
                 - DROP FULLTEXT CATALOG
Fulltext Index - CREATE FULLTEXT INDEX
               - ALTER FULLTEXT INDEX
               - DROP FULLTEXT INDEX
Function - CREATE FUNCTION
         - ALTER FUNCTION
         - DROP FUNCTION

GO
GRANT - GRANT Object permissions
      - GRANT User/Role permissions

Index - CREATE INDEX
      - ALTER INDEX
      - DROP INDEX
INSERT
iSQL -U user -P password -i script.sql -o logfile.log

Key - CREATE ASYMMETRIC KEY
    - ALTER ASYMMETRIC KEY
    - DROP ASYMMETRIC KEY
    - CREATE SYMMETRIC KEY
    - OPEN SYMMETRIC KEY 
    - CLOSE SYMMETRIC KEY
    - ALTER SYMMETRIC KEY
    - DROP SYMMETRIC KEY
KILL
KILL QUERY NOTIFICATION
KILL STATS JOB

Login - CREATE LOGIN
      - ALTER LOGIN
      - DROP LOGIN

Master Key - CREATE MASTER KEY
           - ALTER MASTER KEY
           - BACKUP MASTER KEY
           - DROP MASTER KEY
           - RESTORE MASTER KEY
           - ALTER SERVICE MASTER KEY
           - BACKUP SERVICE MASTER KEY
           - RESTORE SERVICE MASTER KEY
Message Type - CREATE MESSAGE TYPE
             - ALTER MESSAGE TYPE
             - DROP MESSAGE TYPE

Partition Function - CREATE PARTITION FUNCTION
                   - ALTER PARTITION FUNCTION
                   - DROP PARTITION FUNCTION
Partition Scheme - CREATE PARTITION SCHEME
                 - ALTER PARTITION SCHEME
                 - DROP PARTITION SCHEME
Procedure - CREATE PROCEDURE
          - ALTER PROCEDURE
          - DROP PROCEDURE

Queue - CREATE QUEUE
      - ALTER QUEUE
      - DROP QUEUE

Remote Service Binding - CREATE REMOTE SERVICE BINDING
                       - ALTER REMOTE SERVICE BINDING
                       - DROP REMOTE SERVICE BINDING

RESTORE - RESTORE DATABASE Complete
          RESTORE DATABASE Partial
          RESTORE DATABASE Files
          RESTORE LOGS
          RESTORE DATABASE_SNAPSHOT 
          RESTORE FILELISTONLY - List database and log files
          RESTORE HEADERONLY - List backup header info
          RESTORE LABELONLY  - Media info 
          RESTORE REWINDONLY - Rewind and close tape device 
          RESTORE VERIFYONLY
REVERT
REVOKE - REVOKE Object permissions
       - REVOKE User/Role permissions
Role - CREATE ROLE
     - ALTER ROLE
     - DROP ROLE
ROLLBACK
Route - CREATE ROUTE
      - ALTER ROUTE
      - DROP ROUTE

Schema - CREATE SCHEMA
       - ALTER SCHEMA
       - DROP SCHEMA
SELECT
SEND
SERVERPROPERTY
Service - CREATE SERVICE
        - ALTER SERVICE
        - DROP SERVICE
SESSION_USER
SESSIONPROPERTY
SET @local_variable
SET
SHUTDOWN
Signature - ADD SIGNATURE
          - DROP SIGNATURE
Statistics - CREATE STATISTICS
           - UPDATE STATISTICS
           - DROP STATISTICS

Synonym - CREATE SYNONYM
        - DROP SYNONYM

Table - CREATE TABLE
      - ALTER TABLE
      - DROP TABLE
      - TRUNCATE TABLE
Transaction - BEGIN DISTRIBUTED TRANSACTION
            - BEGIN TRANSACTION
            - COMMIT TRANSACTION
Trigger - CREATE TRIGGER
        - ALTER TRIGGER
        - ENABLE TRIGGER
        - DISABLE TRIGGER
        - DROP TRIGGER
Type - CREATE TYPE
     - DROP TYPE

UNION
UPDATE
User - CREATE USER
     - ALTER USER
     - DROP USER
USE

View - CREATE VIEW
     - ALTER VIEW
     - DROP VIEW
 
XML Schema Collection - CREATE XML SCHEMA COLLECTION
                      - ALTER XML SCHEMA COLLECTION
                      - DROP XML SCHEMA COLLECTION

Related:
Microsoft books online SQL 2005 'T-SQL Reference'
Microsoft books online SQL 2000 'T-SQL Reference'
SS64 Discussion forum
Links to other SQL Server websites, books etc.