Other than Murphy's Law there are few. One I know of is the Law of Conservation of Energy and Momentum. The equations of electricity and magnetism, Maxwell's Equations are well verified experimentally as well. (I'm sure my colleague Mike will add something to this list.)http://en.wikipedia.org/wiki/Murphy's_law
Lee's wrong, I'll subtract instead. I'm told that in General Relativity it's a little unclear what the meaning of those conservation laws is. Aha, you say, maybe General Relativity is obeyed in all cases. Actually, it runs into mathematical problems on very small time/distance scales, so it probably also isn't a general rule that is always obeyed. Maxwell's equations become somewhat inexact within the framework of quantum mechanics. Some people say that that quantum framework will be obeyed by everything, but that hasn't yet been shown to be true for gravity.
Actually, I do have a potential addition. It seems that the Second Law of thermodynamics (that entropy always increases) may be generally true. However, there are versions of cosmology in which even that breaks down.
So this is a great question, one which philosophers have discussed for a long time, but I guess we don't have any satisfactory answer.
Maybe that confirms Lee's answer about Murphy.
(published on 10/22/2007)