The Orchard Cheatsheet is a nice little API reference for some lesser known objects, made by Orchard's lead developer, Sebastien Ros. The cheatsheet's list only contains elements of the API that are accessible from (sometimes very specific) shape templates (well, ExtensionDescriptor seems to be an exception), but e.g. WorkContext is something you definitely encounter elsewhere too.
Bertrand Le Roy's not-so-recent article "Orchard Extensibility" in MSDN Magazine explains the various aspects of - surprise - extending Orchard. The article mainly covers Orchard's content model, its concepts and flexibility: something we all love in Orchard. Bertrand also lists some other important parts of the Orchard API, all worth knowing.