Where can I find a list of athletes who went pro straight out of high school?
There isn't a comprehensive list available of all athletes across all sports who have done this, but there are ways of finding them for particular sports.
For basketball, Wikipedia has a complete list of NBA players who went straight from high school to the pros.
There isn't a similar comprehensive list for baseball, possibly because the list would be so large (lots of high schoolers are drafted each year, though nearly all spend some time in the minor leagues). You can go to the MLB Draft History archive and look up the draftees for all years back to 1965. The archive includes the school (college or high school) each draftee came from. Unfortunately, there is no way to limit the search to just players that came from high school.
As for the NFL, the league has a rule prohibiting players from being drafted until they have been out of high school for three years. As a result, there are no players currently in the NFL who came straight from high school. The last player to do so was Andy Livingston, in 1964.
For hockey, the NHL has a draft archive similar to baseball's. You can retrieve all draftees for a particular year. It looks like high school draftees have "High", followed by their home state, underneath the "Amateur League" section.