NOTE: This is an early version created by agglomerating information from Wikipedia. The descriptions are essentially straight from wikipedia. This is a placeholder to provide a place for starting research. It will be revised extensively as I research more into each operation and verify Wikipedia's claims.

Soviet Union

Saturn (1942) — Proposed major attack following the Stalingrad encirclement; revised to Little Saturn.

Sweden

Rädda Danmark ("Save Denmark") (1945) — Swedish plan to liberate Denmark before the country was occupied by the Soviet Union (cancelled because of German surrender)
          Rädda Själland (1945) — Swedish landings on Zealand
          Rädda Bornholm (1945) — Swedish landings on Bornholm

Spain

C (1939) — Spanish plan for the seizure of Gibraltar

British Empire

Plan W (1942) – Joint British/Irish planning to deal with a German invasion of Ireland.
Operation Accolade (1942) proposed British occupation of Rhodes, and subsequently, failed occupation of the Dodecanese
Operation Constellation (1943) — one of several proposals to retake the Channel Islands
          Operation Condor (1943) — proposal to retake Jersey
          Operation Concertina (1943) — proposal to retake Alderney
          Operation Coverlet (1943) — proposal to retake Guernsey
Operation Comet (1944) - Early Version of Market Garden
Operation Ventilate (1945) — cancelled assault crossing of the Maas by British 3rd Infantry Division
Operation Backbone & Backbone II (1942 & 1943) — contingency plans to occupy Spanish Morocco and area around Gibraltar if Germans entered Spain
Operation Challenger (?) — plan to seize Ceuta
Operation Culverin (1943) — Proposed allied invasion of northern Sumatra
Operation Zipper (1945) Planned British seaborne landing in Malaya.
Operation Catherine (1939) British plan to gain control of Baltic Sea
Operation Jupiter (1942) — suggested invasion of Norway
Operation R 4 (1940) — Planned British invasion of Norway

United States of America

Giant II — cancelled landing of U.S. 82nd Airborne near Rome.
Operation Olympic
Operation Coronet
Operation Roundup (1942) - plan to invade Europe in event of German or Soviet collapse.
          Operation Sledgehammer (1942) - establishment of beachhead in Cherbourg or Brest.
          Operation Roundhammer – Revised version of Roundup.

Nazi Germany

Fall Blau (Case Blue) 1935 - German defense planning on the eastern border, simultaneously with Fall Rot
Fall Rot (Case Red) 1935 - German defense planning on the western border, simultaneously with Fall Blau. The 1940 version was used to invade France.
Fall Otto (Case Otto) 1937 - German plan to occupy Austria
Fall Richard 1937 - German contingency planning for Soviet takeover of Spain
Fall Rot 1937 - German planned invasion of Czechoslovakia
Fall Grün 1938 - German plan for invasion of Czechoslovakia
Fall Otto 1938 - German plan to establish a puppet government in Austria
Unternehmen Nordwest 1939 - German study for a potential invasion of Britain; parts of Operation Nordwest were integrated into Operation Seelöwe
Plan Z 1939 - German plan to expand the Kriegsmarine to match the strength of the British Royal Navy
Unternehmen Felix 1940 - German planned invasion of Gibraltar via the Iberian Peninsula

Unternehmen Seelöwe 1940 - German planned invasion of Britain; anglicised as 'Sealion'
          Fall Grün (Case Green) 1940 - German plan for a diversionary invasion of Ireland in support of Operation Seelöwe
           Unternehmen Grüne Bewegung 1940 - German planned landing at Brighton, England; part of Operation Seelöwe
           Unternehmen Herbstreise (Autumn Journey) 1940 - German planned diversionary invasion of Scotland, Britain; part of Operation Seelöwe
           Unternehmen Hummel 1940 - German intelligence gathering for Operation Seelöwe

Dietrich (1942) — planned counter-attack to relieve Sixth Army using Grossdeutschland & LSSAH. Unimplemented.
Unternehmen Ikarus 1940 - German planned invasion of Iceland in response to British Operation Fork; originally planned to launch in conjunction with Operation Seelöwe
Unternehmen Kathleen 1940 - German planned invasion of Ireland
Unternehmen Lucie 1940 - German planned invasion of the Dutch island of Texel in the North Sea
Unternehmen Löwe 1940 - German planned invasion of Britain; precursor of Operation Seelöwe
Unternehmen Spark 1940 - German planned assassination of Adolf Hitler and coup d'état against the Nazi German government
Unternehmen Tannenbaum (Christmas Tree) 1940 - German planned invasion of Switzerland
Unternehmen Wal 1940 - German aborted plan to coordinate actions with Scottish and Welsh nationalist groups
Unternehmen Fritz 1941 - German planned invasion of the Soviet Union; later abandoned in favor of Operation Barbarossa
Unternehmen Isabella 1941 - German planned invasion of the Iberian Peninsula
Unternehmen Strafe 1941 - German planned invasion of Bulgaria
Unternehmen Südwind 1941 - German defense plan against a general uprising in occupied France
Unternehmen Alpenveilchen (Alpine Violet) 1941 - German aborted planned intervention during the Italian invasion of Albania
Unternehmen Sportpalast 1942 - Failed planned naval operation to attack Arctic convoys PQ-12 and QP-8
Fall Anton 1942 - German occupation of Vichy France with Italian support in 1942
Unternehmen Bettelstab 1942 - German planned offensive at Leningrad, USSR
Unternehmen Donnerschlag 1942 - German planned break-out movement from Stalingrad, USSR
Unternehmen Gertrud 1942 - German planned response in case of Turkey joining the Allies
Unternehmen Gisella 1942 - German planned invasion of the Iberian peninsula; revised from Operation Isabella
Unternehmen Herbstzeitlose 1942 - German cancelled planned plan to advance to the Don and Volga Rivers in the Caucasus region of Southern USSR
Unternehmen Herkules 1942 - German planned airborne invasion of Malta
Unternehmen Hornbläser 1942 - German planned attack on Alexandria harbor, Egypt
Unternehmen Ilona 1942 - German planned invasion of the Iberian peninsula; revised from Operation Isabella
Unternehmen Lila 1942 - German attempt to capture French fleet at Toulon, France
Unternehmen Möwe I 1942 - German planned operation to sabotage aluminum factories in southern Scotland, Britain
Unternehmen Nordlicht 1942 - German planned attack on Leningrad, USSR; formerly planned as Operation Feuerzauber
Unternehmen Nordpol 1942 - German cancelled planned operation east of Moscow, USSR
Unternehmen Pastorious 1942 - German plan to sabotage industrial targets at Long Island, New York, United States
Unternehmen Schamil 1942 - German planned operation to secure Caucasus oil fields in Southern USSR using paratroopers
Unternehmen Silberstreife 1942 - German planned operations against Allied convoys to Murmansk, USSR
Unternehmen Brunhild 1943 - German planned evacuation from the Caucasus region in Southern USSR
Unternehmen Husar 1943 - German cancelled planned anti-shipping operation in Kara Sea by Lützow
Unternehmen Michael 1943 - German cancelled planned evacuation of Crimea
Unternehmen Nürnberg 1943 - German planned response in case of an Allied invasion of the Iberian Peninsula, focusing largely around the defense of the Pyrenees passes
Unternehmen Panzerfaust 1943 - German operation to kidnap Miklós Horthy's son to prevent Horthy from siding with the Allies; codename later changed to Maus
Unternehmen Rabat 1943 - German plan to kidnap the Pope from the Vatican City
Unternehmen Schwarz 1943 - German plan in the event of an Italian surrender
Unternehmen Ulm 1943 - German planned aerial bombing operation against Soviet industries in the Ural Mountains
Unternehmen Wunderland II 1943 - German planned naval operation involving Admiral Scheer in the East Siberian Sea
Fall Falke 1944 - German defense plan in case of an Allied invasion of Norway
Fall Forelle I 1944 - German defense plan in case of an Allied invasion of the Balkans via the Adriatic Sea
Fall Forelle II 1944 - German defense plan in case of an Allied invasion of the Balkans via the Aegean Sea
Unternehmen Freischütz 1944 - German cancelled planned operation to occupy the island of Vis off Croatia, Yugoslavia
Unternehmen Großer Schlag 1944 - German planned mass-deployment of fighters against Allied bombers
Unternehmen Herbstnebel 1944 - German rejected plan to withdraw German troops in Italy behind the Po River
Unternehmen Laura 1944 - German proposed planned evacuation of Courland, Latvia
Fall Marder 1944 - German defense plan in case of an Allied invasion of Italy; activated after Allies launched Operation Shingle
Fall Marder I 1944 - German defense plan in case of an Allied invasion of Italy via the Ligurian Sea; part of Fall Marder
Fall Marder II 1944 - German defense plan in case of an Allied invasion of Italy via the Adriatic Sea; part of Fall Marder
Unternehmen Martin 1944 - German planned attack of the Ardennes region as proposed by Gerd von Rundstet; rejected by Adolf Hitler for being too conservative
Unternehmen Richard 1944 - German defense plan in case of an Allied invasion of Italy; activated after Allies launched Operation Shingle
Unternehmen Tanne West 1944 - German planned invasion of the Åland Islands in the Baltic Sea from Finland
Unternehmen Walküre 1944 - German attempt to overthrow Adolf Hitler, written under the cover of a plan to foil potential worker rebellions; Anglicized as 'Valkyre'
Unternehmen Zeppelin 1944 - German failed operation to destroy power plants in Moscow, USSR
Unternehmen Aktion 24 1945 - German aborted planned suicide aerial attack on bridges over river Weichsel in attempt to disrupt Soviet supply lines
Unternehmen Alpenfestung 1945 - German plan for a redoubt in the German Alps
Unternehmen Gertraud 1945 - German planned aerial bombing of hydropower plants east of Moscow, USSR

Imperial Japan

Operation FS 1944 - Japanese cancelled plan to isolate Australia by capturing New Caledonia, Samoa, and Fiji
Operation Ketsu-Go 1945 - Japanese defense plan against potential American invasion of the Japanese home islands
Operation Ken 1945 - Cancelled Japanese operation to use transports to land suicide troops on American airfields in the Mariana Islands
Operation Kon-Go 1945 - Cancelled Japanese offensive against American ships using manned torpedoes

Bibliography
Wikipedia (for initial quick and dirty research)