The road to solvation
Calcium acetate, calcium hydroxide, calcium phosphate, cerium(III) selenate, cerium(III) sulfate, and lithium sulfate are more soluble in cold water than hot water. 

Also, calcium selenate seems to have it's highest solubility at around 10 °C; and sodium sulfate has it's highest solublity at around 32 °C. These two chemicals have phase changes.

Gases (like oxygen) are also generally more soluble in colder water. The primary explanation is that colder temperatures and higher pressure results in gas becoming a liquid.