Minecraft wiki entry for Armor, associated text: Fall damage (including ender pearls, but Protection and Feather Falling enchantments reduce it)
Ongoing damage from being on fire.
Suffocating inside a block or due to entity cramming (also includes the world border)‌[JE only].
Drowning in water (partially for turtle shells).
Starvation.
Colliding with a block while flying with elytra.
Touching a campfire block.
Magic (Evoker fangs, status effects and instant damage from a potion of Harming or Dragon's Breath) (but Protection does reduce magical damage‌[JE only] ‌[upcoming: BE 1.18.30][1]).
Falling into the void or /kill.
Being inside of a powder snow block.
This excludes if the player or mob wears any piece of leather armor.