Loads, Though many won't like the effects, and they are mostly difficult to get reasonable results even for the rest of us'.
Ladies stockings, net curtains etc have historically been used as a diffuser filter
Textured glass & feathers are others I've seen used for distortion & diffusion.
Then there's hairspray, Vaseline etc applied to UV filters...
Welding glass can be used for an extreme ND filter (normal welding glass does have a strong green tint, the more expensive gold types are closer to neutral, and worthwhile if you go to the darkest shade 13 or 14 types) Shade 8 is about 10 stops, I think shade 13 is nearer 18 stops...
Ghosts of Clacton 2 by
Mike Kanssen, on Flickr
I've also tried plastic (gel) pencil cases for coloured filters in shooting with a 'full spectrum' IR converted camera. (Results were similar to ordinary coloured filters, just much more awkward to use, and not quite a sharp)
Slides or negatives might work too, If their images is appropriate for the scene being photographed (I think simple images would be best) The image in the slide won't show, but it will provide different colours/density to different parts of the image, similar to graduated filters.
Unexposed but processed negatives & diskette film material (the actual bit that spins) if you can still find it) can be used as an infrared filter.
With all of these things it's the creative use of them that's important for getting good results. Many 'creative filters' sold on e-bay etc are basically gimics that you'll grow tied off very quickly.
If you can see through something, your camera can too. With digital cameras it basically costs nothing to try out found materials to see what effect they have. Finding a good use for the effect is generally much harder!