It all depends on the kits. Some have all the parts you need (Edelbrock) and others hardly have anything (MaxRev).

The most common list of parts that will accompany a turbo is:

Turbo (with internal wastegate or external)
Exhaust manifold
Oil Lines (hopefully)
Clamps and couplers (hopefully all you need)
Downpipe (maybe)
Necessary gaskets/seals/hardware (hopefully)

Now, you will need the following and they don't always come in the kits:

Some kind of fuel management be it an FMU or EMS (Hondata)
Injectors (size will depend on the amount of boost and power created) w/ clips
Piping
Blow off valve
T's for vacuum lines
Vacuum line

I think that's it. If I think of more I'll add it.