There are only few people who know it. I can include the following people:
Count Dooku/Darth Tyranus - I'm sure he told Dooku, because he played such a huge role in Palpatine's plans and the war, so he would always have to know what's going on. Plus by the look on his face when Palpatine told Anakin to kill him, he looked at him like he knew who he was.
Mas Amedda - I think he knew, because Palpatine would have told him so they could work together in the Galactic Senate to get whatever results Palpatine wanted, plus in an episode of The Clone Wars, Palpatine says something to him about his plan coming together.
Sly Moore - I think she had as much of a major role with Palpatine and the Galactic Senate as Mas Amedda did. During the speech of the Emperor in Revenge of the Sith, she was there.
Did Darth Maul and General Grievous know that Palpatine is Darth Sidious?
Note: the idea for this question came from http://boards.theforce.net/threads/who-exactly-knew-chancellor-palpatine-was-darth-sidious.50009052/