LN2 goes -196C - most phenom II AMD CPUs can go that cold, most 3770K's can too, many other CPUs can also go that cold. LHe goes -269C.
Many other CPUs have cold bugs however, some don't like to be colder than -20C or so. Many don't like to go more than about -100C.
What temperature different CPUs like varies. The same goes for GPUs. Some motherboards are cold sensitive as well, while some models (older ones) liked LN2 on the northbridge to run high FSB. Then memory, a lot of memory doesn't like to be too cold, not more than -40C often times - this varies immensely though too depending on the sample.
Other than that, I wouldn't run any other parts subzero - I can't think of anything else that would benefit, and the condensation potential would be a real problem.
When talking subzero, the first thing I do when overclocking is test for coldbugs, then keep it warmer than the CB temperature.