Foo Fighters have supported:

Atomic Punks - LA, 2001
Beck - US, Miller Blind Date 2000
Beastie Boys - Asia, 1996
Cheap Trick - Salt Lake City, February 2002
Mike Watt - US, Summer 1995
Prodigy - UK, Winter 1997
Rage Against the Machine - California, Summer 1997
Red Hot Chilli Peppers - US, Summer 2000
The Rolling Stones - US, October 1997
Sonic Youth - Asian co-headliner with FF in 1996

Foo Fighters have been supported by:

Ammonia - Australia, 1998
....And You Will Know Us By The Trail Of Dead - UK, 2000
Ash - London, 2002
Atomic Punks - LA, 2001
Bare Minimum - Canada, 1995
Bis - UK, 1997
Bivouac - UK, 1995
Bluebird - US, 2000
Built To Spill - UK, 1995
C Minus - US, 2003
Campfire Girls - LA, February 2002
Cave In - UK, 2002
Chevelle - US, 2003
Crushdown - Orlando, 2001
Duster - US, ?
Earth To Andy - US, 1997
Face To Face - London, 2002
Fluffy - Ireland, 1995
Gin Goblins - Scotland, 1997
Girls Against Boys - US, 1999
Gluecifer - Europe, 2002
Hellacopters - UK, 1999
Hometown Heroes - Chicago, 2001
Jack Potential - US, ?
Jaw Breaker - US, 1995/6?
Jimmy Eat World - Dublin, 2002
Llama Farmers - UK, 1995/96?
Loves Ugly Children - New Zealand, 1998
Magic Dirt - Australia, 1999
Millionaire - Europe, 2002
Motor Ace - Australia, 2000
My Morning Jacket - US/Europe, 2003
Nilfisk - Iceland, 2003
Other Star People - US, 1998
Pansy Division - US, 1996
Pete Yorn - US, 2003
Presidents Of The United States Of America - UK, 1995
Queens Of The Stone Age - UK/US, 2000
Queen Adreena - Ireland, 2000
Radiohead - US, 1997
Red Cross - UK, 1997
Rocket From The Crypt - US, 1998
Rusty - Canada, 1998
Seven Year Bitch - US, 1995/6?
Shift - US, 1997
Shudder To Think - US, 1995
Skiploader - US, 1995
Slobot - US, 2000
Snakefarm - Canada, 1999
Spearhead - US, 1995/6?
Surrogat -Germany
Supergrass - US, 1997 & Europe, 2002
Symposium - UK, 1998
Talk Show - US, 1997
That Dog - US/Canada, 1996
The Amps - US/Canada, 1996
The Dwarves - US, 2000
The Jealous Sound - US, 2003
The Sounds - Europe, 2002
The Special Goodness - US, 2003
The Unseen - US, 1995
Thumb - Germany
Tonic - US, 1998
Transplants - US, 2003
Treble Charger - Canada, 1997
Verbena - UK, 1997
Vínyll - Iceland, 2003
Ween - US, 1997/8?
Weta - New Zealand, 1998
Wool - US, 1995

The above list is in no way complete or 100% accurate, while these bands are correct, the dates may be slightly wrong. Also the list is just bands that have supported Foo Fighters at gigs - not festivals.
Any corrections or additions can be sent to: webmaster(at)fooarchive(dot)com