The colt can't kill:
Archangels, as shown by the Winchesters trying to kill Lucifer
God, this is pretty easy to guess
The Darkness
The Empty
The Horsemen (maybe)
Possibly Leviathans
And Eve, mother of all
What CAN kill Archangels? God, the Darkness, the Empty, the Horseman Death, and other Archangels.
What CAN kill God? The Darkness, the Horseman Death, and maybe the Empty.
What CAN kill the Darkness? Death, maybe the Empty. (God was too weak to kill her)
What CAN kill The Empty? Nothing
What CAN kill the Horsemen? It was shown that cutting off their rings kills Famine, Pestilence, and War, and that Death's scythe killed death. Possibly the Empty
What CAN kill Leviathans? The Bone of a Righteous Mortal Washed In the Three Bloods of Fallen. The empty, probably
What CAN kill Eve? Phoenix ash, possibly God, the Darkness, and the Empty