Generally, you can culture...
Microworms
Grindalworms
Fruit Flies
Waxworms
Brine shrimp
Ghost Shrimp
Daphnia
Vinegar eels
Flour beetles
Cyclops
Rotifers
And there's plenty I missed. The main thing to consider is whether it's worth the cost and hassle of culturing them when you can often just buy bags or frozen packs of them cheaply.