Soul clay may be discovered in soul sand valleys. It is a source of regular clay.
Multiblock
Sulfur can be broken with a shovel. Be careful, though: iron-containing items (including steel) explode in contact with sulfur!
Cutting grass will yield you warped or crimson straw. This can be made into thatch, the normal way.
The blackstone aqueduct allows lava to be conducted at any distance.
Hellbricks are a building block that is also used for the Hellforge.
Blackstone bricks are made like regular bricks, and that includes needing to create the brick item.