Who issues sanctions that businesses must screen against?

The major regimes a globally-operating business typically screens against are:

RegimeIssuerPrimary list
United NationsUN Security CouncilUN Consolidated Sanctions List
United StatesOFAC (US Treasury)SDN List + Sectoral, Non-SDN, FSE, NS-PLC lists
European UnionCouncil of the EUEU Consolidated Financial Sanctions List (CFSP)
United KingdomOFSI (HM Treasury)UK Sanctions List
AustraliaDFATDFAT Consolidated List (Autonomous + UNSC)
CanadaGlobal Affairs CanadaSEMA + JVCFOA + UN Act lists
SwitzerlandSECOSECO sanctions list

In practice, screening providers also include domestic lists from Japan (METI), Singapore (MAS), Hong Kong (HKMA), and others depending on the customer's footprint.