You are asking for a comprehensive list of all Windows programs. Such a list doesn't exist. If you are looking for programs that are available for Windows and have no OS X port, that's more complicated. You can list most games (Blizzard and now Valve being exceptions), things like Microsoft Visual Studio, Internet Explorer (the latest version for OS X is very old), Microsoft Visio, etc.
Also to others responding with OS X word processors, I think the OP just means the topic is the Mac, not that they cannot find a word processor. "On" is ambiguous here. Thanks, English!
-Lee