Caterpie, Metapod, Weedle, Kakuna, Magikarp, Ditto, Unown, Wobbuffet, Smeargle, Wurmple, Silcoon, Cascoon, Wynaut, Beldum, Kricketot, Burmy, Combee, Tynamo and Regigigas.
Out of all these only Regigigasand Tynamo learn any TM at all, meaning that all Pokemon that learn TMs (except those two of course) learn Protect.
Hope I helped!
