As examples, here is the UK's Royal Mail and the United States Post Office lists of prohibited items. If you have a link to a similar list for another country's postal service, you are invited to share it in the comments.
ETA1: Don't be discouraged from filling wishes for these kinds of items! You can send a gift certificate to an online or local store that sells the items in question (do verify what brick-an-mortar stores the person shops at). You can also buy the items online and have it shipped to their address as a gift- retailers who sell such items have already dealt with the government's red tape so that they can legally ship their merchandise.
ETA2: from the comments: