Looking at my 2ed Monstrous Manual, I see:
Pit fiend: not vulnerable to holy water
Abishai: vulnerable (2d4, not able to be regenerated)
Balor: not vulnerable to holy water
Marilith: not vulnerable to holy water
Guardian Yugoloth (Least, Lesser, and Greater): not vulnerable to holy water
Imp: not vulnerable to holy water
Quasit: not vulnerable to holy water