- the CPU core in the chipset that runs the ME/PSP
- if the TPM is not an fTPM, it has a CPU I'm sure.
- if your NIC has offload engines, it has a CPU or two.
- each storage device has a CPU.
- each Wi-Fi device has a CPU.
- thunderbolt controller takes firmware, it has a CPU. I'd bet USB3 and 4 do too.
- any USB device has a CPU on the other end accepting and interpreting commands.
- same with any SCSI device.
- monitors have a CPU or two, one for the OSD settings and another to drive the display I'm sure.
- I think any nVidia or AMD graphics card has a CPU in there (in addition to the GPU).
- The following portable media has microcontroller firmware: SD cards, Memory Stick. (The now defunct SmartMedia and Olympus XD were raw NAND).
- your optical mouse has a CPU as well to process optical data.
- obviously printers have CPUs and firmware, probably separate ones for the web UI and the part that drives the actual print mechanism, and I'd bet a separate one for scanning and image processing.
- any keyboard has a microcontroller and firmware (there are open source keyboard firmwares)
- SIM cards for cellular connections have their own CPU and firmware.