Is there a well documented list of all control commands added by all post Knuth's Tex like PdfTeX, e-TeX, XeTex, LuaTeX?
You can get the lists programmatically, using LuaTeX, provided you are interested in the new primitives provided by one of the dialects of TeX supported by that engine. By changing the values of the dialect variable in
(which you should run using
The LuaTeX manual lists this output in its tex.extraprimitives section, giving a non-programmatic route to this information if for some reason you prefer that.
Not all dialects of TeX are included in LuaTeX; most importantly, XeTeX is not. I think both NTS and ExTeX introduced new primitives -- for these other systems, look up their documentation; XeTeX's list of primitives is in the XeTeX reference guide.
Also note that the dialects change as the software develops. For instance, XeTeX gained primitives for compatibility with pdfTeX, I think relatively recently.
As for a single guide providing well-documented lists for all the dialects -- well, since it's a moving target, I doubt there is enough motivation to produce and maintain such a thing.