Some Exchange Questions (0.25 btc bounty offered)

I numbered your questions so I can refer to them more easily:

1. A complete list of all exchanges alongside their daily volume and total percentage share of currency exchange's market volume
2. A list of all exchanges that have shutdown and reasons why
3. A list of all local trading hubs such as localbitcoins and their daily volume
4. Historical data on price (if it exists) on the exchanges
5. A list of all websites and projects that are aggregating something similar to this list
6. API documentation for the exchanges
7. If a commercial entity is involved in this space, then a reference to them

I think there might be some problems with your questions:

1. This is a very very large list, depending on which fiat currencies you include. This results in a lot of work (read hours and hours) when answering questions 4 en 6. Do you want data for all existing exchanges, or might it be an idea to narrow it down to the big 5?
3. The trading volume for local trading is hard to find, because a lot of the transactions originating from those sites will be set up through private messaging or in real life.
5. Would these sites not defeat the purpose of this list (or at least questions 1 and 4)?

That said, here are the answers (as far as possible) for the top 5 USD exchanges (based on trading volume as reported on http://bitcoincharts.com/markets/). This is not a complete list, but it will give a good picture/overview of the exchange market. I hope this is what you are looking for.

1. A list of the big 5 exchanges (data from bitcoincharts.com):

Exchange (USD)	Volume (BTC)	Trading volume %
Mt. Gox	95,419	82.65
BitStamp	12,990	11.25
BTC-E	6,162	5.34
Camp BX	801	0.69
Vircurex	39	0.03

As you can see, these 5 exchanges make up roughly 99.96% of the total trading volume (at least the volume listed on bitcoincharts).

2. A few (big) exchanges that have shutdown:

Bitcoin-24 - Closed because german and polish autoristies seized the bank accounts. At the same time a bug in the trading engine awarded incorrect amounts of bitcoin to traders. See their homepage (https://bitcoin-24.com/) for details and current status.
Bitfloor - Was hacked, later closed because bank account got closed. More information is available on their homepage: https://bitfloor.com/.
Global Bitcoin Stock Exchange - Legal trouble (ALM, tax and regulations) (see this blogpost for more details: http://bitcoinmagazine.com/global-bitcoin-stock-exchange-shuts-down-for-good/).

3. Local trading hubs (no mention of daily volume):

https://en.bitcoin.it/wiki/In_Person_Traders - A map with local buyers and sellers
http://tradebitcoin.com/ - A map with local buyers and sellers
http://btcnearme.com/ - Hooks up buyers and sellers via e-mail
https://localbitcoins.com/ - Searchable directory of local buyers and sellers
http://btcspot.com/ - Searchable directory of local buyers and sellers
http://bcchanger.com/ - Connects persons selling and buying bitcoins online

4. The history of price for the exchanges can be found on several sites:

5. A list of all websites and projects that are aggregating something similar to this list:

6. API documentation:

Mt. Gox - https://classic.mtgox.com/support/tradeAPI
BitStamp - https://www.bitstamp.net/api/
BTC-E - https://btc-e.com/api/documentation
Camp BX - https://campbx.com/api.php
Vircurex - https://vircurex.com/welcome/api

7. If a commercial entity is involved in this space, then a reference to them
As far as I know there is no commercial entity doing this kind of aggregation.