As far as I know no pigments have been discontinued recently.
This is a list of discontinued pigments. I think it is complete but if I have missed any, please let me know:
Matte:
Auburn
Black
Green
Light Blue
Mustard
Orange
Pink
Purple
Red
Royal Blue
Turquoise
Yellow
Frost:
Brass
Bronze
Copper
Green
Blue
Maroon
Gold
Silver
LE:
All Girl
Blue (from Rebel Rock. Note: this is the same as Blue frost)
Blue Storm
Coco
Coco Beach
Deckchair
Goldenaire
Lovely Lily
Provence
Edit: if you're being picky, you can also include the original Kitschmas pigment as d/c because although it was re-released, the new version is slightly different to the original.