Crystal malts (including Special B) and the roasted grains have no enzymes...but they are already converted anyway so that's why you can just steep them. They don't need to be mashed.
Everything below does need to be mashed.
Base malts (Pils, Pale, 2-row, 6-row, etc.) including Vienna and Munich do have enzymes. Vienna and Munich don't have as much as the the 'main' base grains but enough to convert themselves...Vienna has more than Munich. Victory and Biscuit have even less and need 'help' from other malts...especially Biscuit. Adjuncts like Oats/Corn/Rice/Unmalted wheat/Unmalted barley do not have enzymes.
Wheat Malt has enzymes a plenty (like a base malt).
Carapils (Dextrine) has no enzymes.
EDIT: Aromatic malt has enzymes. Not sure about Honey or Peat but I would assume they do have enzymes.