Here are a few:
Sort[data, test], in some cases use of
___ (as mentioned in David Wagner's book).
A Wolfram Research developer explains here why
Union[data,test] has quadratic complexity, and I am pretty sure the same applies to
Sort[data,test]. The same Worfram developer explains here that AppendTo[data,elem] has quadratic complexity. There are many math problems such as
FactorInteger[n] that are inherently expensive on large problems.
The most important answers to this question will be features in the core language that can kill the performance of a program. Sometimes you can greatly improve the performance of your program if you avoid such features.