I want a list of all CUSIPs/ISINs. It would be nice if they were also categorized (e.g. Bonds/Funds etc). Where can I get such a data?
SEC tends to keep CUSIPS handy: http://www.sec.gov/divisions/investment/13flists.htm
There is a service on the cusip homepage, but I suspect it will cost you money: https://www.isin.cusip.com/isin/IsinServiceLogin.jsp
You won't find this data for free anywhere. Some data-feeds have it. For example, DTN's NxCore product includes CUSIP in their data files.
In Japan we get ISIN data with http://www.isin.org/isin-database
they have free search tool.