Let\'s say I\'m developing a new desktop application for Windows. Is there a list somewhere that I can consult (either from Microsoft or a 3rd party) of keyboard shortcuts that
MSDN is your friend.
http://msdn.microsoft.com/en-us/library/bb545461.aspx
Guidelines for Keyboard User Interface Design. It contains recommendations for creating keyboard interfaces and contains, towards the bottom of the article, a list of standard shortcut keys that applications should support.
For Windows 8 Store apps, there is another set of guidelines for keyboard shortcuts on MSDN:
http://msdn.microsoft.com/en-us/library/windows/apps/hh700405.aspx
In the 1999 "Microsoft® Windows® User Experience" book there are shortcuts not present in the online guidelines mentioned in the other answer.
The whole book was included in the Visual Studio 2005 MSDN Library, that was once available for free for everyone to download, but it has apparently been removed now from the microsoft sites. I still have the img files (from MSDVENUCD1_X13-63639.img to MSDVENUCD1_X13-63642.img) but I'm not sure if I could legally redistribute them on the internet.
If you find a cheap offer on either the disks or the book it might still be a worthwhile purchase though (although it applies only to the "classic" applications, not to windows 8 apps of course).