Well, a lot of things. Teddy Lupin, the part when Lupin tells to everyone that he have a son. The discussion of Snape against Sirius in the 5th book. Peeves. I don't remember if the grandma of Neville and the parents of Tonks... :S
no-one explained properly what horcruxes were. surely that was the most important bit in the deathly hallows. isnt it all about finding and destroying the horcruxes. theres a whole bit in the book where hermione explains what they are. its really interesting. would have been good in the film, even if it is just sitting around talking.