In short

Stored (persistent) XSS: Filtered
Reflected (non-persistent) XSS
DOM-Based: Partial
In tag: No
In Javascript: No
In [tag] parameter: Filtered
In HTML: Filtered
HTTP Response Splitting: No*

* HTTP Response Splitting can used to switch XSS filter of via X-XSS-Protection header.

Breaking the IE8 XSS Filter