The largest category is hydrocarbons, followed by other organic compounds which do not have sufficient structures (soluble ones often contain oxygen e.g. acetone, acetic acid) to enable hydrogen bonding. Those with large molecules e.g. silicone polymers (silicone oils) or natural triglycerides (e.g. corn oil) are usually not very soluble.
Mercury is the main inorganic liquid which is insoluble. However there are some newer Ionic liquid compounds which are relatively insoluble (especially those with large molecules.
Source: What liquids (besides oil) do not dissolve in water? – Quora
Also check solubility of iconic compounds: https://www.engineeringtoolbox.com/solubility-product-equilibrium-constant-ionic-solution-salt-Ksp-d_1952.html
What liquids (besides oil) do not dissolve in water? – Quora