I discovered that Zerohedge is banned sitewide from this post :

https://www.reddit.com/r/conspiracy/comments/r0rcjt/since_when_is_zerohedge_banned_sitewide/

I strongly believe we should make an effort to read ANYTHING that the activists on reddit want to quietly censor.

Is there a list of other sites that reddit bans?

Here is another list :

consumerist.com dailykos.com commondreams.org ibtimes.com infowars.com youtube.com gawker.com newser.com zerohedge.com boingboing.net motherboard.vice.com jezebel.com globalresearch.ca activistpost.com truthdig.com truth-out.org treehugger.com presstv.com breitbart.com wsws.org

But these were only banned from /r/news :

(source - https://www.reddit.com/r/undelete/comments/23ee42/meta_i_have_identified_a_list_of_domains_that_are/)