Any site which iframes in another site where you're expected to be logged in. For example, Disqus comments, Facebook like buttons, Youtube embeds (which work, but show ads even if you've paid for no ads).

There are also lots of one-off cases where developers split functionality across multiple domains in ways that were fine at the time but now get blocked. These are all fixable, unlike the iframing case, but it's still a lot of sites.