The list of all threatened species is contained in a book which is presently the largest source for such data. It is published by

Red Data list is organized by the world conservation union (WCU). The new name of IUCN is World Conservation Union (WCU). The IUCN Red List (2004) documents the extinction of 784 species (including 338 vertebrates, 359 invertebrates and 87 plants) in the last 500 years. 

WWF - World Wide Fund for Nature

PeTA - People for Ethical Treatment of Animals

WCS - Wildlife Conservation Society