Since the Great Editing Help Revamp of May 2011, http://stackoverflow.com/editing-helphttps://stackoverflow.com/editing-help is the place you're looking for. It has been much improved, contains everything1 from the list here, and it is supposed to always be up-to-date. If you find anything that's missing, please open a question here on Meta so we can add it.
For advanced Markdown features (we obviously can't put everything in there), it also links to John Gruber's syntax Markdown documentation, which obviously is the definitive resource for all things Markdown.
1Except for footnotes, because they don't exist. Also, things like syntax highlighting or LaTeX are only mentioned on sites where the respective feature is enabled.