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So here is a list of monsters with "Damage Immunity: bludgeoning, slashing or piercing damage from non-magical weapons." and their CR. A fair number take full damage from silvered or adamantine weapons, and this is also noted.
Jacklewere CR 1/2 (!), Silvered
Wererat, CR 2, Silvered
Werewolf, CR 3, Silvered
Coatl, CR 4
Wereboar, CR 4, Silvered
Weretiger, CR 4, Silvered
Werebear, CR 5, Silvered
Flesh Golem, CR 5, Adamantine
Clay Golem, CR 9 Adamantine
Stone Golem, CR 10, Adamantine
Rakshasa, CR 13 (also has Damage Vulnerabilities: Piercing from magic weapons wielded by good creatures.)
Mummy Lord, CR 15
Iron Golem, CR 16, Adamantine
Androsphink, CR 17
Demilich, CR 18, (And also has Damage Resistance: bludgeoning, slashing or piercing damage from magic weapons!)
Lich, CR 21
Empyrean, CR 23
Kraken, CR 23
Tarrasque, CR 30
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In a similar note looking at damage resistance or immunity; overcome by Adamantine or Silvered weapons.
Adamantine
“Resistant or Immune to bludgeoning, slashing or piercing damage from non-magical weapons that aren't Adamantine”
Gargoyle, CR 2, Resistant
Helmed Horror, CR 4, Resistant
Xorn CR 5, "Resistant to piercing and slashing from non-magical weapons that aren't adamantine" – So takes full damage from non-magical bludgeoning weapons.
Flesh Golem, CR 5, Immune
Clay Golem, CR 9, Immune
Stone Golem, CR 10, Immune
Iron Golem, CR 16, Immune
Now awkwardly Adamantine weapons aren't actually detailed in either the PHB or DMG, as I noted here:
http://community.wizards.com/forum/rules-questions/threads/4168056
Silvered
“Resistant or Immune to bludgeoning, slashing or piercing damage from non-magical weapons that aren't silvered”
Mostly lycanthropes and devils, but two undead as well.
Jacklewere CR 1/2, Immune
Imp, CR 1, Resistant (Devil)
Spined Devil, CR 2, Resistant (Devil)
Wererat, CR 2, Immune (Lycanthrope)
Bearded Devil, CR 3, Resistant (Devil)
Werewolf, CR 3, Immune (Lycanthrope)
Wight, CR 3, Resistant (Undead)
Wereboar, CR 4, Immune (Lycanthrope)
Weretiger, CR 4, Immune (Lycanthrope)
Barbed Devil, CR 5, Resistant (Devil)
Werebear, CR 5, Immune (Lycanthrope)
Wraith, CR 5, Resistant (Undead)
Chain Devil, CR 8, Resistant (Devil)
Bone Devil, CR 9, Resistant (Devil)
Horned Devil, CR 11, Resistant (Devil)
Erinyes, CR 12, Resistant (Devil)
Ice Devil, CR 14, Resistant (Devil)
Pit Fiend, CR 20, Resistant (Devil)
Unlike adamantine, silvered weapons are specified in the PHB. Not bad for something that costs +100gp to a weapon, but far fewer undead than I initially thought.