Among the following, molecules which have linear structure are

In XeF₂, Xenon undergoes sp³d hybridization and the molecule to be linear due to presence of three lone pairs, where 2 fluorine atoms bonded linearly to Xe on opposite sides. In CO₂, the two oxygen atoms double bonded to carbon atom in opposite sides and the resulting geometry of CO₂ molecule is linear. In BeCl₂, the two chlorine atoms are bounded to Be in opposite sides by 180⁰ as bond angle. Hence the geometry of  BeCl₂ is linear. 

But in H₂O, the oxygen undergoes sp³ hybridization and geometry is angular.