There are only a few things with caps:
Attack speed: Caps at 2.5 attacks per second.
Cooldown Reduction: Caps at -40%
Movement speed: at 420 and 470 a reduction of the bonus starts to apply
Crit Damage: No limit, though it's hard to get this.
Dodge Chance: Each instance multiplies the remainder. So 2 Phantom dancers (20% each), a Ninja Tabi (11%), and the Mastery (2%) does not total to 53% dodge, it totals to 1-(.8*.8*.89*.98) = 44% dodge.
Any other % (% Magic Penetration, % Armor Penetration, % Crit): 100%, because anything more than that does nothing.
Any flat number (AP, Attack Damage, flat Armor Pen, Flat Magic Pen, MP/5, HP/5, Gold/10, etc): No cap.