Start with this list: the enotes Guide to Literary Terms. It is not the most exhaustive, but it definitely covers all the major ones. I'd say the most important ones to know other than those mentioned are alliteration (repeated initial sounds, like a tongue twister), allusion (a reference to literature or history) and onomatopoeia (words that look like they sound, such as “buzz”).
Here are two more literary devices for your list: the aside and the parenthetical statement.
An aside features one character (or a small set of characters) speaking away from the other actors or characters so that only the audience can hear what is said. Sometimes in theatrical works, an aside is delivered directly to the audience. Other times the aside remains fully within the bounds of the action on stage.
A parenthetical remark - occurring in fiction and non-fiction - is a literary device that allows a writer to insert statements or commentary that function as a sort of "grammatical aside", stepping away from the integral grammatical unit to (usually) provide context, information, or opinion. The parenthetical remark often occurs within parentheses but can also occur - as in the first sentence of this paragraph - within hash marks. Parenthetical remarks are also referred to as "parentheticals".
I imagine that collectively, we can provide you with a comprehensive list of literary devices. I'll get you started with the following:
Simile - A simile is a comparison in which one says something is "like" or "as" something else, for example:
She is like a breath of fresh air.
Metaphor - A metaphor is a device whereby one says something is something else, for example:
He is a rock.
Personification - Personification gives an inanimate object human qualities, for example:
The sun smiled down upon us.