While perhaps not strictly a Change Object, Promotion Requests are used to alter maturity levels of objects and often have a similar need as Change Objects with Configurable Links. Supporting Data as an example, similar to Change there is no OOTB mechanism that allows linking other Windchill aretefacts to Change Objects or Promotion Requests unless they are a target of the process such as documentation to support the change/promotion.
Variances are as much a part of the Change Object set as Problem Report yet they are mysteriously absent from the supported list of types.
Packages are often requested can they be linked to other objects in particular a Correspondence Document associated with the delivery of a Package. Packages are currently not supported by Configurable Links.