There isn't any one place that describes the registry's contents, because Microsoft prefers keeping the freedom to change. In most areas, Microsoft keeps this info in semi-confidential status. Although MS does publish some articles with registry info, these are not always up-to-date.
Therefore, when you need any registry entry, google is your friend. You have to search, and then to combine the pieces that you find into a whole (not always successfully). And not every article is correct (or not correct any more).
In spite of a lot of effort, the community's knowledge of registry settings is still quite spotty, which is just the situation that MS would like to have (and it can't really be blamed for it).
+1: Great answer, although I don't think there's anything confidential. I think it's probably more that the task of centrally documenting what every Windows component/utility/driver possibly writes to the registry would be enormous, especially given the mentioned freedoms that exist for the programmers. :) – Ƭᴇcʜιᴇ007 – 2010-03-10T15:52:35.990
@techie007: I would suppose that, for example, the registry entries having to do with Windows activation are not only quite confidential, but are also protected against access. – harrymc – 2010-03-10T16:01:50.913
Those keys are actually well documented, as they are needed to be known when forcing a computer back into the Out Of Box Experience. There's nothing keeping you out of any parts of the registry. I would think that how they generate the values in the keys, and where how they use those values is probably where the secrecy is. – Ƭᴇcʜιᴇ007 – 2010-03-10T17:23:47.330
1@techie007: Most Windows versions mostly differ by registry entries. Registry hacks exist to "upgrade" low-priced versions. MS has watchdog services to continuously scan the registry and protect these entries against modification. And believe me that it doesn't document them. – harrymc – 2010-03-10T20:46:08.027
@harrymc: True enough. Not surprisingly those types of keys seem to be the ones that are best documented by others' on the web. At least for that purpose. ;) I just found a good way to find lots of registry entry info at MS' site. I'm gonna stick another answer in, it's not every key, but it's plenty. :) – Ƭᴇcʜιᴇ007 – 2010-03-11T16:08:07.680