Is there a list of characters which are not allowed in filenames and paths on OS X?
As Daniel Beck said, NUL and ":" (aka "/" in POSIX contexts) are forbidden; however, it's more complicated than that. HFS+ filenames must be stored in UTF-8 format, in fully decomposed form, with composing characters stored in canonical order (see tn1150). So the answer to your question depends on what you mean by "character":
If you're interested in the sequence of bytes that make up filenames, any sequence that isn't valid UTF-8 (or not properly decomposed) is forbidden.
If you mean unicode code points, that decomposition rule still forbids any point that represents an accented character (it must be stored instead as the base letter + combining accents) (see tn1150table).
According to wikipedia, http://en.wikipedia.org/wiki/HFS_Plus any unicode character is allowed, including NUL. But many applications will impose restrictions of their own, such as '/' and so on.