Don't get the vision of "print everything is possible", it will backfired at you on the long run. There are just thing that you should not print because it is not smart. Things such as screw, washer, standard parts that are locally accessible.
I can make you believe far more objects cannot just be printed because it will probably end up in complete failure, or unsatisfaction.

Using the term 3D printer is too generic, FDM is bottlenecked with plastic based and serious warping/overhang and nozzle dimension, SLA/DLP is limited with resin and SLS need powder material.

Speaking of FDM printers, they cannot print, shaft, smooth rod, small gear (yes for the look, but not functional for heavy stress). Or holes in the side without using support, 2 side flange pipe without support etc. The use of support will just make the parts visually turn off without sanding or post treatment.

Don't want to go in depth for the other type, I'll let the people who are more experienced in those field to tell me. Pretty sure they can bring a list of what can't be print without messing around.