These variables are set or used by the Unix shell to modify its behavior.

Variable	Description
ENV=file	Name of script that gets executed at startup; Usually, ENV=$HOME/.kshrc
FCEDIT=file	Editor used by fc (fix command) command. If $FCEDIT is not defined, use $EDITOR, otherwise use the default (vi or ed).
FPATH=dirs	Directories to search for function definitions; undefined functions are set via typeset -fu. FPATH is searched when these functions are first referenced.
HISTFILE=file	File in which to store command history. Default is $HOME/.sh_history for Korn shell, $HOME/.bash_history for Bash. If not set, history is lost after logout.
HISTSIZE=n	Max number of commands to keep in history.
HOME=dir	Home directory; set by login from passwd file.
IFS='chars'	Internal field separators. Default is space, tab, and newline.
LINES=n	Screen's line length; used for select lists.
MAIL=file	Default file in which to receive mail. Set by login.
MAILCHECK=n	Number of seconds between mail checks; default is 600 (10 minutes).
MAILPATH=files	One or more files, delimited by a colon, in which to receive mail.
PATH=dir	One or more pathnames, delimited by a colon, in which to search for commands to execute.
PS1=string	Primary prompt string; default is $.
PS2=string	Secondary prompt (used in multi-line commands); default is >.
PS3=string	Prompt string in select loops; default is #?.
PS4=string	Prompt string for execution trace (ksh -x or set -x); default is +.
SHELL	Full path of login shell (e.g., /bin/ksh).
TERM=string	Terminal type; for example, xterm.

Bash has a much longer list and is available here:
http://www.gnu.org/software/bash/manual/bashref.html#Bash-Variables