Minecraft wiki entry for Lead, associated text: Allay‌[upcoming: BE 1.19.0]
Axolotl
Bee
Boat‌[Bedrock Edition only]
Cat (tamed)
Chicken
Chicken Jockey (only the mount)
Cow
Dolphin
Donkey
Fox
Frog‌[upcoming: JE 1.19]
Glow Squid
Goat
Hoglin
Horse
Iron Golem
Llama
Mooshroom
Mule
Ocelot
Parrot
Pig
Polar Bear
Rabbit
Sheep
Skeleton Horse
Skeleton Horseman (only the mount)
Snow Golem
Squid
Strider
Trader Llama
Wolf (tamed)
Zoglin
Zombie Horse