I found the list below on the web. Very useful because when you read the ingredients on products you can tell which ingredient is derived from animals, but I never knew that there are so many e-numbers which can also be of animal origin. Between the brackets I noted the animal origin.
The list below contains non-vegan e-numbers.
E120 – Carmine Dye, Natural Red 4 (Cochineal Beetles)
E441 – Gelatine (obtained from animal by-products, such as bones and hides)
E542 – Edible Bone Phosphate (animal bones)
E901 – Beeswax, white and yellow (natural polymer produced by bees)
E904 – Shellac (resin from Lac Bug)
E910 – L-cysteine (commercially produced from hair, both animal and human)
E913 – Lanolin (sheep wool grease)
E920 – L-cysteine (animal- and human hair)
E921 – L-cysteine (derived from proteins, including animal protein and hair)
E966 – Lactitol (produced from milk sugar (lactose) derived from whey (milk)
(Painting: Adriaen Coorte, Strawberries, 1705. The Hague, Mauritshuis)