OK, well, not quite true, its in the SFDC enterprise lifecyle development guide.
However, I'm always hunting and pecking for this information and tend to forget where to find it.
So here is a list of Metadata components as of Winter 10 that CAN NOT be auto migrated and needs manual migration between orgs. This is important when planning on a production release and you need to create a checklist of items for your team to migrate manually post deployment but pre launch.
From the salesforce.com development life cycle guide:
The following components cannot be retrieved or deployed in the Metadata API, and changes to them (in a production organization or development environment) require manual migration:
• Account Contact Roles
• Account Partner Roles
• Account Teams
• Activity Button Override
• Activity Settings
• Approval Process
• Auto-number on customizable standard fields
• Business Hours
• Call Center Case Contact Roles
• Campaign Influence
• Case Assignment Rules
• Case Team Roles
• Case Escalation Rules
• Console Layouts
• Contracts Settings
• Delegated Administration
• Dependent picklist rules
• Email Bounce Administration
• Email-to-Case
• Fiscal Year
• Forecasts
• HTML Document and Attachment Settings
• Label renames
• Lead Assignment Rules
• Lead Processes
• Lead Settings
• List views on standard objects
• Ideas Comment Validation Rule
• Ideas Communities
• Ideas Settings
• Mail Merge Templates
• Mobile Administration
• Mobile Users and Devices
• Offline Briefcase Configurations
• Opportunity Big Deal Alert
• Opportunity Competitors
• Opportunity Contact Roles
• Opportunity Sales Processes
• Opportunity Settings
• Opportunity Update Reminders
• Organization Wide Defaults
• Partner Management
• Picklist in customizable standard fields—custom picklist fields on standard objects work in the Metadata API, but not standard picklists
• Predefined Case Teams
• Product Schedule Setup
• Product Settings
• Public and Resource Calendars
• Public Groups
• Queues
• Role Hierarchies
• Salesforce.com to Salesforce.com
• Sales Team and Account Team Roles
• Search layouts on standard objects
• Search Settings
• Self-Service Public Solutions
• Self-Service Web-to-Case
• Self-Service Portal Settings
• Self-Service Portal Users
• Self-Service Portal Font and Colors
• Sharing Rules
• Solution Categories
• Solution Settings
• Solution Processes
• Standard picklist fields
• Support Processes
• Support Settings
• Support Auto-Response Rules
• Tab renames
• Tag Settings
• Territory Assignment Rules
• User Interface Settings
• Web Links on PersonAccount page layouts
• Web-to-Lead
• Web-to-Lead Auto-Response
