Albumin "any of numerous simple heat-coagulable water-soluble proteins that occur in blood plasma or serum, muscle, the whites of eggs, milk, and other animal substances and in many plant tissues and fluids" (Source: Websters Dictionary)

Casein
Produced when milk is curdled by rennet.

Collagen
"an insoluble fibrous protein that occurs in vertebrates as the chief constituent of connective tissue fibrils and in bones and yields gelatin and glue on prolonged heating with water" (Source: Websters Dictionary)

E120
Contains Cochineal

E542
edible bone phosphate

E631
Made from fish or meat

E904
Shellac is used

Glycogen
"a white amorphous tasteless polysaccharide that is the principal form in which carbohydrate is stored in animal tissues and esp. muscle and liver tissue" (Source: Websters Dictionary)

Isinglass
a very pure gelatin made from the swim/air bladders of fish

Lanolin
Wool grease that is used in oitments and cosmentics.

Lard
Comes from the fatty tissue of a hog

Shellac
Made from insects

Tallow
Hard animal fat.