Is there a list of all the options for data-* attributes? I find that I have to look them up repeatedly, and I'd love to have a reference. There doesn't seem to be a single list for them.

Here are the ones I remember off the top of my head: (Newer stuff below)

Feel free to add more as replies and I'll add them to the top post.

List of jQuery Mobile data-* attributes as of 1.0a3

data-ajax
    false (same as rel=external, disable link or form ajax)

data-backbtn (header button)
    false (no back button)

data-back-btn-text (back button text)

data-collapsed (collapsible setting)
    true (collapse by default)

data-direction (transition anchor)
    reverse (depreciates data-back=true)

data-dividertheme (listview divider theme)

data-filter (listview item filter search box)

data-icon (icon for button)
    http://jquerymobile.com/test/docs/buttons/buttons-icons.html

data-iconpos
    bottom
    left (default)
    notext
    right
    top

data-id (used as id for persistence, footer)

data-inset ("embed" a listview into a page)
    true

data-native (see data-role=none)
    true

data-native-menu (leave select element menus untouched)
    true

data-placeholder (add to select element option to use as placeholder)
    true

data-position (header/footer positioning)
    fixed (stays at top/bottom tap to toggle visibility, or set persistance)
    inline (default, normal html behavior)
    fullscreen (fixed, only visible on screen tap)

data-rel
    back (act as back button or cancel for dialog)
    dialog (open anchor as dialog)

data-role (element or widget)
    button (button element)
    collapsible (collapsed content element)
    content  (sub page element)
    controlgroup (radio, checkbox or button set parent element)
    fieldcontain (fieldset element)
    footer  (sub page element)
    header (sub page element)
    list-divider (listview divider, add to list item)
    listview (list widget)
    navbar (navbar widget)
    none (leave form element untouched)
    page (primary page element)
    slider (flip toggle widget)

data-split-icon (listview split list right item icon)

data-split-theme (listview split list button theme)

data-theme (theme to apply)
    a, b, c, d, e (default themes)

data-type
    horizontal (controlgroup option)

data-transition (transition anchor)
    fade
    flip
    pop
    slide
    slideup
    slidedown

data-url (page location identifier)