Note: This is a short and very incomplete list in constant need of updating.
Canon Romantic Relationships (see discussion)
As of Teen Wolf: The Movie, the only confirmed on-screen romantic relationships on the show are:
Scott McCall and Allison Argent.
Scott McCall and Kira Yukimura.
Scott McCall and Malia Tate.
Allison Argent and Isaac Lahey.
Lydia Martin and Jackson Whittemore.
Lydia Martin and Aiden.
Lydia Martin and Stiles Stilinski.
Danny Mahealani and Ethan.
Stiles Stilinski and Malia Tate.
Derek Hale and Paige.
Derek Hale and Kate Argent.
Derek Hale and Jennifer Blake.
Derek Hale and Braeden.
Liam Dunbar and Hayden Romero.
Liam Dunbar and Hikari Zhang.
Mason Hewitt and Corey Bryant.
Chris Argent and Melissa McCall.
Jackson Whittemore and Ethan.
Malia Tate and Jordan Parrish (more sexual than romantic)
All other potential pairings still fall under the realm of fanon. However, the canon status of a pairing - or lack there of - has no impact on the ability of fans to ship whichever characters they choose. Ship and let ship!
Pack Dynamics
Pack Meetings, Pack Night, Pack-Bonding Exercises, Puppy-piles, and everybody-lives-at-Derek's-place are all fanon tropes so far not seen anywhere in an actual episode.
Derek Hale
Fanon has it that the Camaro was Laura's but the show hasn't addressed this assumption. Given that Derek finds another Camaro in season 6B, the affinity for Camaros appears to be entirely Derek's own taste.
Canon has not shown Derek to be Scott's beta or a part of Scott's pack at all after giving up his alpha status to save Cora. Instead, he is often shown working independently or with the other adults on the show. This is especially evident given that Derek leaves Beacon Hills for extended periods of time at the end of both seasons 3A and 4. The movie similarly shows this as Eli states Scott has not been in his life since he was three (12 years in the past). Before Derek sacrifices himself, he indicates Eli will be part of Scott's pack after he is gone - meaning that Eli was not part of Scott's pack previously.
The movie heavily implies that Derek has romantic feelings for Stiles, based on Noah's commentary about Derek's feelings surrounding the jeep (which reads as a metaphor). Jeff Davis confirmed in an interview that it was about Derek's feelings for Stiles rather than the Jeep itself.
Derek being a True Alpha is currently fanon as, although Derek does become an alpha in the movie by sacrificing himself, it is not confirmed if this makes him a True Alpha or something different.
Stiles Stilinski
Stiles' first name was confirmed in season six A as Mieczyslaw, but fandom popularized Genim or Gemin.
Stiles Stilinski has a bedroom window but we've never seen anyone in an episode crawl through it.
A popular trope in fanfiction is the concept of Stiles being a Spark, inspired by Deaton's comment in season two during their conversation about Mountain Ash. A Spark is a magical being that is popularly written as having no real limits other than the person's energy, and their own imagination.
Roscoe the Jeep
Stiles' Jeep. Dubbed Roscoe in fandom thanks to a headcanon shared by Dylan Obrien.
Stiles' bat
The fandom notion that Stiles carries a bat predates Stiles stealing the bat from the McCalls in canon.
Sheriff Stilinski
The Sheriff's name is John, according to fandom, though it was confirmed to be Noah in season 6A by the fake Claudia Stilinski.
The Sheriff isn't shown in an episode to have any health problems, despite Stiles' worrying.
Malia Tate
The fanon surrounding Malia is the source of a lot of hate toward Malia's character and wank in fandom in general. Malia was in her coyote form for 8 years. Fans, rightly, assumed that this meant that she would be developmentally stunted--a mental 9-year-old once she turned human again.
However, Canon has clearly shown that this is not the case. She is presented as a fully functioning teenager, with an advanced vocabulary and mature understanding of the world. Whether or not this is sensible or realistic, it is canon. Objections to her character or her character's capabilities that base themselves on the "mental age" she "should" be are based on entirely on fanon and on assumptions built up within fandom after her initial introduction but before anything more about her was elaborated upon.
Scott McCall
In fanon content, Scott is popularly interpreted as Latino, as a result of Tyler Posey having Latino heritage and his mother Melissa's maiden name being Delgado. However, it is never shown explicitly in canon, and Scott is clearly written as a white character - though Tyler said himself that he'd like to think of Scott as being Latino.