A list of them:
As for the circumstance, it depends, most of the time they make sense based on their name and arguments. ArgumentNullException, for example, is usually used when checking method / constructor arguments for null values.
Then you have others such as FileNotFoundException, NullReferenceException, InvalidOperationException, as you can see they read very easily and should be used with common sense.
Update 1: as someone has suggested, they are also on MSDN:
http://msdn.microsoft.com/en-us/library/system.exception.aspx#inheritanceContinued
Here are views on common exceptions available:
https://blogs.msmvps.com/jgaylord/2009/07/08/common-and-all-system-exceptions-in-net/
http://www.developerfusion.com/article/1889/exception-handling-in-c/3/
Update 2: as for usage, Microsoft has guidelines for reserved exception types:
http://msdn.microsoft.com/en-us/library/ms182338.aspx