So I thought it blocked just hostile projectiles, but I noticed that it actually blocked Thresh's lantern as well (granted it was an enemy Yasuo, but still).
What exactly isn't blockable by it, other than projectiles that come from the sky?
Aids. Charlie Sheen tried to windwall that one.
Well, as far as I have seen, it doesn't block Vel'koz's ult. It also does not block any of Xerath's abilities except his E.
Lux's Lazer
Does not block:
Auto attacks
Ult
W
does block:
enemy 
(speed buff) 
enemy Q and W
Q*not the damage but the health return)
W
Q
I'm pretty sure Gypsy said that he wants/wanted Jhin's ultimate not blocked by Wind Wall, we shall wait and see, unless I find his tweet.
EDIT: His ult is supposed to go through Wind Wall.
any melee aa
