Linux

A lot of Broadcom cards are supported, so you either have a missing driver/firmware blob or some really bad luck.

Historically, phone line modems were very often unsupported (some people may remember the term "winmodem"), but hardly anyone uses them anymore, so the problem has effectively gone away. Older consumer-grade printers that didn't speak Postscript, ditto. I own a very old TV capture card of the analog type that has never been supported, but probably won't work with modern Windows either.

Modern hardware is more likely to be supported unless it's too niche to attract developers, or too bleeding-edge for its protocol to have been reverse-engineered yet.