You used the term 'exceptions', but it looks like you're asking about error code values, and specifically SQLCODEs. I'll try to answer both questions. :-)
To find the pre-defined exceptions defined in the database you can look in the package SYS.STANDARD. This is where the standard exceptions, such as NO_DATA_FOUND and TOO_MANY_ROWS, are defined. This is a good place to look if you're interested in trapping a specific SQLCODE as it might save you having to define a custom exception and initializing it with PRAGMA EXCEPTION_INIT
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To find a complete list of error code values, including SQLCODEs, compiler errors, etc, you should look in the version of the Oracle Database Error Messages manual for the database version you're using. In his reply above, @Mat gives a reference to the 11.1 manual. The 11.2 manual can be found here.
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