May as well add the full list from the AS Dictionary:
load The action is initiated as soon as the movie clip is instantiated and appears in the Timeline.
unload The action is initiated in the first frame after the movie clip is removed from the Timeline. The actions associated with the Unload movie clip event are processed before any actions are attached to the affected frame.
enterFrame The action is triggered continually at the frame rate of the movie clip. The actions associated with the enterFrame clip event are processed before any frame actions that are attached to the affected frames.
mouseMove The action is initiated every time the mouse is moved. Use the _xmouse and _ymouse properties to determine the current mouse position.
mouseDown The action is initiated when the left mouse button is pressed.
mouseUp The action is initiated when the left mouse button is released.
keyDown The action is initiated when a key is pressed. Use Key.getCode() to retrieve information about the last key pressed.
keyUp The action is initiated when a key is released. Use the Key.getCode() method to retrieve information about the last key pressed.
data The action is initiated when data is received in a loadVariables() or loadMovie() action. When specified with a loadVariables() action, the data event occurs only once, when the last variable is loaded. When specified with a loadMovie() action, the data event occurs repeatedly, as each section of data is retrieved.
Also, you can add the code for event handlers on the main timeline if you wish, rather than on the MC. Say you have an MC with the Instance Name 'PIE' - rather than having this code on the clip:
You can add this to your main timeline, first frame, instead: