Class Clusters

As of iOS 11/macOS High Sierra, and only including ones in Foundation and CoreFoundation

Strings:

_NSCFString - a CFStringRef or CFMutableStringRef. This is the most common type of string object currently.
    - May have 8 bit (ASCII) or 16 bit (UTF-16) backing store
_NSCFConstantString - a compile time constant CFStringRef, like you'd get with @"foo"
    - May also be generated by dynamic string creation if matches a string in a pre-baked table of common strings called the StringROM
NSBigMutableString - an NSString backed by a CFStorage (https://github.com/opensource-apple/CF/blob/master/CFStorage.h) for faster handling of very large strings
NSCheapMutableString - a very limited NSMutableString that allows for zero-copy initialization. Used in NSFileManager for temporarily wrapping stack buffers.
NSTaggedPointerString - an NSString that stores a small (up to 11 characters, with restrictions) ASCII-subset string inside the pointer instead of allocating an actual object
NSPathStore2 - an NSString specialized for storing filesystem paths
NSSpellingSubstring - implementation detail of NSSpellChecker
NSPinyinString - implementation detail of NSTextCheckingResult
NS*PredicateOperator - implementation details of NSPredicate
NSLocalizableString - used by Interface Builder for localized strings
NSSimpleCString - historical, mostly unused
NSConstantString - historical, used only if compiling with -fno-constant-cfstrings
NSDebugString - used to implement the NSShowNonLocalizedStrings/NSShowNonLocalizableStrings debugging features
_NSStringProxyForContext - implementation detail of NSFormattingContext
__NSVariableWidthString - used by the localization system
__NSLocalizedString - used by the localization system
_NSClStr - an NSString that zeroes its contents with memset_s() when deallocated

Arrays:

__NSArray0 - a singleton empty immutable NSArray, makes @[] and [NSArray array] very efficient
__NSArrayI - an immutable NSArray that stores its contents inline. The most common NSArray type.
__NSArrayI_Transfer - an immutable NSArray that stores its contents out of line. Used for zero-copy initialization in a few places.
__NSSingleObjectArrayI - an immutable NSArray that stores a single object inline. Fits in 16 bytes where a regular __NSArrayI would need 24 since it stores the count.
__NSArrayReversed - acts as a proxy for another NSArray and presents its contents in reverse order
__NSFrozenArrayM - an immutable NSArray sharing its storage with an NSMutableArray that it was -copy'd from (will do a real copy if the original array is mutated)
NSKeyValueArray - uses Key-Value Coding to act as a proxy for a to-many property designated by a key path
_NSCallStackArray - stores a list of addresses for an exception call stack and lazily symbolicates them on access
__NSOrderedSetArrayProxy - acts as a proxy for an NSOrderedSet, allowing -[NSOrderedSet array] to avoid copying
NSXMLChildren - stores the children of an NSXMLElement in a way that allows limited copy-on-write (predates general CoW support)
__NSArrayM - a mutable NSArray backed by an out of line array-deque
__NSCFArray - a CFArrayRef or CFMutableArrayRef. Most CFArrayRefs are __NSArray* these days, even when created via CF, so this will generally only be one with a custom allocator or custom callbacks.

Dictionaries

__NSDictionary0 - a singleton empty immutable NSDictionary. Makes @{} and [NSDictionary dictionary] very efficient.
__NSSingleEntryDictionaryI - an immutable NSDictionary that stores one key-object pair. Avoids having to do any hashing. Useful for things like APIs that take options as a dictionary argument.
__NSDictionaryI - an immutable NSDictionary backed by an inline linear-probed hash table.
__NSFrozenDictionaryM - an immutable NSDictionary sharing its storage with an __NSDictionaryM that it was -copy'd from (usual CoW behavior)
__NSDictionaryM - a mutable NSDictionary backed by an out of line linear-probed hash table.
NSKeyValueChangeDictionary - a specialized dictionary for efficiently representing the 'change' argument to KVO
NSSimpleAttributeDictionary, NSAttributeDictionary - specialized dictionaries for storing attributed string attributes, which have a range as well as a key
NSOwnedDictionaryProxy - implementation detail of NSProgress
NSFileAttributes - implementation detail of NSFileManager
NSRTFD - implementation detail of RTF file support
NSLanguageContext - honestly no idea
_NSNestedDictionary - implementation detail of NSPredicate
__NSCFDictionary - a CFDictionaryRef or CFMutableDictionaryRef. Currently these are generated by CF even for default callbacks, unlike arrays.
NSSharedKeyDictionary - a dictionary that uses a perfect hash table to reduce memory costs and improve speed, for a predefined set of keys

Data

NSConcreteData - immutable NSData that stores its contents out of line and supports arbitrary deallocators
NSConcreteMutableData - NSMutableData that stores its contents out of line and supports malloc or vm_allocate
NSSubrangeData - proxy for another NSData that accesses only a subset of the original data's contents
_NSZeroData - singleton immutable NSData, makes [NSData data] efficient
_NSInlineData - immutable NSData that stores its contents inline
_NSClrData - immutable NSData that clears its contents with memset_s() before deallocating
_NSDispatchData - bridged dispatch_data_t, stores a tree of discontiguous contents
NSPurgeableData - NSMutableData that can allow its memory to be reclaimed by the system if needed when not in use
NSDOStreamData - implementation detail of NSPortCoder
__NSCFData - CFDataRef or CFMutableDataRef

Why do some have underscores and others not? And different numbers of underscores at that. Mysterious.

__NSFrozenArrayM - an immutable NSArray sharing its storage with an NSMutableArray that it was -copy'd from (will do a real copy if the original array is mutated)
it`s usefully!