Edited 23/5/14 8:20pm to add: Information about where each mode came from, a few other modes with acknowledgements to those members that pointed them out, a section on debatable alt modes, and a section on things that aren't Optimus Prime but have similar names and what they turn into.
My comment on the news about Bearbrick Optimus Prime got me thinking: it should be possible to compile a complete list of things Optimus Prime transforms into. Off the top of my head:
A short-nosed truck (G1 Optimus Prime)
A different, possibly futuristic short-nosed truck (Powermaster Optimus Prime)
A definitely futuristic short-nosed truck (Star Convoy)
A long-nosed truck (Hero Optimus Prime)
A more differenter long-nosed truck (Laser Optimus Prime)
A gorilla (Beast Wars Optimus Primal and Cybertron Optimus Prime)
A different short-nosed truck (Machine Wars Optimus Prime)
A fire engine (Robots in Disguise Optimus Prime)
A (Cybertronian?) monster truck (Armada Optimus Prime)
A Cybertronian short-nosed truck (Energon Optimus Prime)
A Cybertronian/futuristic fire engine (Cybertron Optimus Prime)
Yet another short-nosed truck (Classics Optimus Prime)
A Peterbilt long-nosed truck (Movie Optimus Prime)
Another random fire engine-based thing (Animated Optimus Prime)
Mickey Mouse (Optimouse Prime)
A shoe (Sports Label Convoy)
Another long-nosed truck (Prime Optimus Prime)
Some sort of beast truck (Prime Beast Hunters Optimus Prime)
A pen (unreleased)
A bearbrick (unreleased)
Various Cybertronian somethings
A sports car (Alternity Optimus Prime)
ETA: A baseball cap (thanks liegeprime)
ETA: A DVD case (thanks BigTransformerTrev)
Absolutely nothing at all (various PVC and static action figures, Action Master Optimus Prime)
Debatable:
A bat - Technically, the first release of both Beast Wars Gorilla Optimus Primal and Bat Optimus Primal count as Optimus Prime, as they were released before the cartoon (which established Primal as a separate character), and the accompanying fiction indicates it is the same character as G1 Optimus Prime. It is notable that the TF Wiki uses this logic (but also lists both as Optimus Primal). It is also notable that our founder here at Ozformers disagrees .
Things that are definitely not Optimus Prime but have similar names, and what they turn into:
Optimus Minor (monkey)
Big Convoy (mammoth)
Lioconvoy (lion, note next entry)
Leo Prime (liger)
Vector Prime (space ship)
Sentinel Prime (truck)
Sentinel Prime (fire engine)
OP (laser gun, thanks to Ultra Mackness for bringing it up and Delta Prime for clarifying. No, I don't know what Delta turns into and he doesn't get to go on the list. )
Are there any I'm missing?