All of the answers here are excellent. I would only add that the Harmonic minor scale and two of its modes, the one based on the 5th scale degree (Phrygian Dominant) and the one based on the 2nd scale degree (Locrian #6) are used a fair amount. With the Phrygian Dominant being pretty common among Heavy Metal guitarists. Here is an excellent example; The Sails of Charon, early Scorpions with Ulrich Roth on lead guitar:
(notice the harmonization key of B using B major and C major) Common chords for the Phrygian mode. In the key of B; I and bII, which correspond to V and VI in the key of Em, the corresponding minor key. (E harmonic minor and B phrygian dominant use the exact same notes)
The Locrian #6 used less commonly, but very important to those that like a Middle Eastern effect, used here by Ian Anderson (flute intro) on the song 'Valley' from the album 'Roots to Branches' Here, Ian Anderson plays a d harmonic minor scale using the second, an e, as the tonic i.e. e locrian #6.:
An interesting note on modes; Ian Anderson uses a mode of the pentatonic scale commonly, I believe this is a Celtic thing, Am pentatonic (or C major pentatonic) over Dmaj, (he also uses D mixolydian) check out the acoustic guitar in the intro of this same song; 'Valley'