To start off, literally everything can be used as rocket propellant. For a more practical approach though, water is a good resource for making hydrogen and oxygen.
In the Inner solar system we have water on Mars, bound as ice on the poles, and buried just under the surface in some places.
Ice on Mars
Recent findings by the Clementine Lunar Orbiter strongly suggest water in cold traps in the polar regions of the Moon. Ideas about mining the water of the cold traps is often combined with using the peaks of eternal light as the required energy source to crack the water.
As for the outer Solar system, most small objects partially consist of ice.
You also mention producing methane and oxygen from carbon dioxide, using imported hydrogen. This is good for planets with a carbon dioxide atmosphere, like Mars and Venus.
Even for bare rock bodies without an atmosphere, there are still options, like producing solid rocket fuel from aluminium. Other commonly occurring metals like iron or calcium may also be used.
If you are not so strict about "fuel", just propellant, there have been proposals for scooping the atmospheres of the gas giants. This may not be feasible due to the high delta-v required to climb out of their gravity wells.
Hydrogen, and maybe more important, water may be useful for a NTR, especially since you do not have to electrolyse the water before use.
Rocket fuels does in essence just require a chemical process producing a significant amount of energy and gasses, and NTR propellants are just anything liquid you can pump through your engine. (John Clarke even mentions mercury in his book Ignition due to its high density impulse).
A good site for learning about rocket propellants and ISRU is Winchell Chung's Atomic Rockets.
For an informal introduction to rocket fuel I recommend this video by Scott Manley:
When mass is hard to come by, like in empty space, other methods are used, for example using a sail to let the Sun push you
. In interstellar space without any strong light source, methods for collecting
the extremely low density interstellar clouds of hydrogen have been proposed.