A full description of the nature of the major can be found in the bluebook description.
The major was initiated in part because existing majors in the contributing disciplines did not allow for a full interdisciplinary investigation of the mind. Students, for example, might be interested in studying the nature of visual experience or language, and find relevant courses distributed across many different disciplines. The cognitive science major allows such students to develop a program of study which is focused on underlying problems rather than on the methods used to address those problems.
There are only a few courses in Yale College which are primarily based in the cognitive science major – including Introduction to Cognitive Science, Brain & Thought, the Junior Seminar, the Senior Colloquium, and various one-time or occasional seminars. See a current list here. Or see the OCI descriptions.
The bulk of courses that contribute to the cognitive science major are then drawn from the various contributing disciplines. The hardcopy bluebook (but not the online description) has a long list of “courses in other departments relevant to cognitive science.” These include many different courses in Computer Science (e.g. Artificial Intelligence and Intelligent Robotics), Linguistics (e.g.Evolution of Language and Language Acquisition), MCDB (e.g. Neurobiology and Brain Development and Plasticity), Philosophy (e.g. Philosophy of Mind and Mathematical Logic), and Psychology (e.g. Developmental Psychology and Sex, Evolution, and Human Nature). (At the same time, however, there are of course many different courses in each of these core disciplines which do not count for the major.) Beyond these core disciplines, there is also a smaller collection of relevant courses drawn from other majors and departments, including Anthropology(e.g. Evolution and Human Behavior), Economics (e.g. Game Theory), EP&E (e.g. Philosophy of Social Science), the School of Management (e.g. Behavioral Decision Making), and even Music (e.g. Music Cognition) and Art (e.g. Visual Thinking).
There is no way, however, to create a master list of courses that count for the major, since these decisions are always made the in the context of particular students’ interests, themes, and course plans. (For discussion, see the later question on Why can’t there just be a fixed list of courses that do or do not count?.)