As of LoadRunner 9.5 following protocols are supported. This will increase with future releases. The interviewer is not looking for you to name all but a few (say 5-7 protocols).

Application Deployment Solution: For the Citrix protocol.
Client/Server: For DB2 CLI, DNS, MS SQL, ODBC, Oracle (2-tier), Sybase
Ctlib, Sybase Dblib, and Windows Sockets protocols.
Custom: For C templates, Visual Basic templates, Java templates,
Javascript and VBScript type scripts.
Distributed Components: For COM/DCOM, Corba-Java, and Rmi -Java protocols.
E-business: For FTP, LDAP, Palm, Web (HTTP/HTML), Web Services, and the dual Web/Winsocket protocols.
Enterprise Java Beans: For EJB Testing and Rmi-Java protocols.
ERP/CRM: For Baan, Oracle NCA, Peoplesoft-Tuxedo, Peoplesoft 8,
SAPGUI, SAP-Web, and Siebel (Siebel-DB2CLI, Siebel-MSSQL, Siebel-Web, and Siebel-Oracle) protocols.
Legacy: For Terminal Emulation (RTE).
Mailing Services: Internet Messaging (IMAP), MS Exchange (MAPI), POP3, and SMTP.
Middleware: Jacada and Tuxedo (6, 7) protocols.
Streaming: For MediaPlayer and RealPlayer protocols.