Pretty much every T/SQL statement can be used within an explicit transaction. I can’t think of any off the top of my head that can’t be used within a transaction, as every command that you run is executed within its own implicit transaction.
REGISTER or login:
c:1>sqlcmd -Sigorinspironsqlexpress -E
1> begin tran kill 51 rollback
Msg 6115, Level 16, State 1, Server IGORINSPIRONSQLEXPRESS, Line 1
KILL command cannot be used inside user transactions.