There's nothing standard. Brian Hook documented a bunch of these in his "Portable Open Source Harness", and even tries to make them into something coherent and usable (ymmv regarding that). See the posh.h header on this site:
There's not much point to a comprehensive list, because there are thousands of compilers but only 3-4 in widespread use (Microsoft C++, GCC, Intel CC, maybe TenDRA?). Just decide which compilers your application will support, list their #defines, and update your header as needed.
If you need a fine-grained detection of CPU features, the best approach is to ship also a CPUID program which outputs to stdout or some "cpu_config.h" file the set of features supported by the CPU. Then you integrate that program with your build process.
There's a list of the #defines here. There was a previous highly voted answer that included this link but it was deleted by a mod presumably due to SO's "answers must have code" rule. So here's a random sample. Follow the link for the full list.