Where can I find a list of nouns that are used with a zero-article—that is, words which do not need an article.
Milk is good.
They spoke about corruption.
Is there some list of these words so I can memorize them?
Perhaps you mean uncountable nouns.
Usually, you should find a handful of uncountable nouns in any student's grammar books. As for the complete list, I'm afraid that there is no such thing. (If there is such a list somewhere, I would like to know too.)
In my opinion, memorizing them might not the most effective way. I usually consult dictionaries when I am in doubt, and you can do that too. However, you will have to choose well, for only some dictionaries will tell you clearly which noun is countable and which is uncountable. (Also note that several of them can be either countable and uncountable, depending on your specific use.)
For such an online dictionary, I recommend Macmillan Dictionary. For example, you can look up the word corruption at: http://www.macmillandictionary.com/dictionary/british/corruption. It will tell you exactly that corruption is uncountable.
Also note that, the is a definite article; a and an are indefinite articles. A singular countable noun must have a, an, or the in front of it. (Well, that's the basic idea, because there are exceptions such as my, your, that, etc.) For plural countable nouns and uncountable nouns, you can use either the zero-article or the definite article the.
The usage of definite article vs. indefinite article might be too complicated for me to cover all of them here. My suggestion is reading these posts: https://ell.stackexchange.com/questions/tagged/indefinite-article.
NOTE: There are quite a handful of questions in ELL being tagged with articles, definite-article, indefinite-article, and zero-article.