Info I found on OotP production:
(Not sure if everything is concrete, just posting what I found...)


Confirmed scenes
-At least one scene with Peeves was filmed, though not assuredly included in the final cut
-Kreacher-related scenes were confirmed by David Heyman, however there has been no casting announcement in relevance to Kreacher's voice artist.
-Harry walks at King's Cross Station and sees Voldemort. (This is not in the book.)

Cut scenes
The following scenes or plot elements have been confirmed not to be in the movie adaptation.
-Molly Weasley's boggart at Grimmuald Place.
-Knight Bus scenes
-Scenes with Dobby.-Harry's interview with Rita Skeeter in the Quibbler
-Lucius Malfoy and Fudge talking in the Ministry after Harry's trial.
-Quidditch scenes
-Slytherin chants of "Weasley is our King"

Uncast status
There are some characters that are in Order of the Phoenix who have not and never been cast, and, if casting announcements remain as they are now, are cut from the film adaptation. They are (in order of appearance)
-Mundungus Fletcher
-Mr. Prentice (Muggle resident of Little Whinging)
-Elphias Doge
-Hestia Jones
-Emmeline Vance
-Dedalus Diggle
-Walburga Black (Sirius' mother)
-Bill Weasley, Eric Munch, Perkins
-students mentioned specifically by name by the Sorting Hat
-Professor Binns
-Katie Bell
-Alicia Spinnet
-Michael Corner
-Terry Boot
-Dennis Creevey
-Lavender Brown
-Marietta Edgecombe
-Anthony Goldstein
-Warrington
-Montague
-Theodore Nott
-Phineas Nigellus Black
-Dilys Derwent
-Everard
-Armando Dippet
-Broderick Bode
-Frank and Alice Longbottom
-Miriam Strout
-Augusta Longbottom
-Madam Puddifoot
-Augustus Rookwood
-Fortescue
-Griselda Marchbanks
-Professor Tofty
-Millicent Bulstrode
-Antonin Dolohov
-Jugson
-Mulciber
-Avery
-Rodolphus and Rabastan Lestrange
-Williamson (Auror).

Previously cast characters not returning
-Miles Bletchley
-Adrian Pucey
-Ernie Prang
-Shrunken Head
-Stan Shunpike
-Dobby
-Rita Skeeter
-Madam Hooch

Previously cast characters possibly returning
-Gilderoy Lockhart/Kenneth Branagh
Lockhart was originally in the first draft of the script; no news if he's been taken out of the script or if Branagh will return
-Nearly Headless Nick/John Cleese
Recent rumours have suggested he may return

Plot differences
Dementor Attack/Advance Guard
-(Book)Harry and Dudley are walking back to Number 4, Privet Drive late one night. As they pass through a dark alleyway, two Dementors approach the cousins. Harry conjures a Patronus Charm, and Dudley hears voices. Mrs. Figg rescues Harry, and explains her identity as a Squib. Later, Harry explains to his aunt and uncle the nature of the incident in their house. Four days later, when the Dursleys are lured away from their house by Tonks, the Advance Guard comes to take Harry to Number 12, Grimmauld Place, leaving a note for the Dursleys when they return.
-(Movie)Inside Number 4, Privet Drive, two Dementors enter and Harry conjures a Patronus Charm. It is not known how Mrs. Figg fits into the scene. After the attack, the Advance Guard arrives immediately to take Harry to Number 12, Grimmauld Place.
Occlumency
-(Book)Harry learns that he will be having Occlumency lessons at Grimmauld Place.
-(Movie)Harry learns that he will be having Occlumency lessons with Snape after a Potions lesson.