In a reference sort of post, Rob Allen has listed out the events that are provided in the Zend Framework 2 "Application" functionality.
Both the Module Manager and the MVC system use the Event Manger extensively in order to provide "hook points" for you to add your own code into the application flow. This is a list of the events triggered by each class during a standard request with the Skeleton Application.
It's broken up into the three main chunks - Module Manager, Bootstrap and Application - with any sub-requests and their sources (like "render", "dispatch" or "response"). You can find out more about ZF2's Event Manager in other posts like this one from Kevin Schroeder or this from Matthew Weier O'Phinney.