As you all know it can be difficult to find out which feature you have to activate before you're able to do something. Eventually it would be nice if this Wiki page becomes an authoritive resource for this topic.

SharePoint 2010: which features you need to activate style="font-size:12px;">Name

 Description Site collection feature Site feature
Access Services http://www.loisandclark.eu/Pages/accessservices.aspx SharePoint Server Enterprise Site Collection features SharePoint Server Enterprise Site features
Approval - SharePoint 2010 workflow http://sharepointresourcecenter.com/sharepoint-2010-workflows-out-of-the-box-workflows-customizations.html Workflows  
Collect Feedback - SharePoint 2010 workflow http://sharepointresourcecenter.com/sharepoint-2010-workflows-out-of-the-box-workflows-customizations.html Workflows  
Collect Signatures - SharePoint 2010 workflow http://sharepointresourcecenter.com/sharepoint-2010-workflows-out-of-the-box-workflows-customizations.html Workflows  
Content Organizer Rules http://technet.microsoft.com/en-us/library/cc263464.aspx   Content Organizer
Content Organizer Settings http://technet.microsoft.com/en-us/library/cc263464.aspx   Content Organizer
create a new Send To connection http://technet.microsoft.com/en-us/library/cc263464.aspx   Content Organizer
disposition approval workflow http://technet.microsoft.com/en-us/library/cc263148.aspx Disposition Approval Workflow

 
document id http://blogs.msdn.com/b/ecm/archive/2011/10/12/document-id-in-sharepoint-server-2010.aspx Document ID Service  
document set content type http://technet.microsoft.com/en-us/library/ff603637.aspx Document Sets  
Excel Services Application http://technet.microsoft.com/en-us/library/ee424405.aspx SharePoint Server Enterprise Site Collection features SharePoint Server Enterprise Site features
Group Calendar http://office.microsoft.com/en-us/sharepoint-server-help/use-a-group-calendar-HA101810606.aspx   Group Work Lists
InfoPath Forms Services http://technet.microsoft.com/en-us/library/cc262263.aspx SharePoint Server Enterprise Site Collection features  
Metadata navigation settingsSharePoint Server Enterprise Site features
http://technet.microsoft.com/en-us/library/ff608067.aspx   Metadata Navigation and Filtering
Open document in the client application http://technet.microsoft.com/en-us/library/ee837425.aspx Open Documents in Client Applications by Default  
publishing approval workflow http://office.microsoft.com/en-us/sharepoint-foundation-help/all-about-approval-workflows-HA102280698.aspx Publishing Approval Workflow  
Rule content type http://berg-henry.blogspot.com/ Document Routing Resources (hidden)  
Site Collection Help library http://office.microsoft.com/en-us/sharepoint-foundation-help/add-custom-help-to-a-site-collection-HA101833141.aspx Custom Site Collection Help  
site collection output cache http://technet.microsoft.com/en-us/library/cc770229.aspx SharePoint Server Publishing Infrastructure SharePoint Server Publishing
Managed Metadata column http://technet.microsoft.com/en-us/library/ee424402.aspx Taxonomy feature (hidden)  
three-state workflow http://office.microsoft.com/en-us/sharepoint-server-help/use-a-three-state-workflow-HA101793530.aspx Three-state workflow  
Visio Services http://technet.microsoft.com/en-us/library/ee663485.aspx SharePoint Server Enterprise Site Collection features SharePoint Server Enterprise Site features

Also see this page for all features: http://sharepoint.microsoft.com/en-us/product/Pages/Features.aspx