To clear things up a bit more... it depends on how the segment is setup.

Example:

PCs into a hub, you can sniff everything, because the hub is more of a "multiport repeater" and will forward all traffic, regardless of the MAC address.

PCs into an unmanaged switch, you can only sniff traffic that is directed towards your PC.
These switches will only forward traffic destined for your MAC address.
You can "force" it to act more like a hub by arp spoofing/flooding. Effectively turning the switch into a hub. Look into something like "dsniff" or "ettercap" for this.

PCs into a managed switch, you can configure a port to mirror other ports, so it'd act like a switch on every port except for the ports you configure to forward all traffic to.

Any device your traffic goes through... routers, proxy servers, etc. can have a sniffer installed on it. meaning, they can capture some or all of your traffic through that specific device. An example of this would be something like carnivore which is basically just a machine whos purpose is nothing but grabbing a copy of your traffic (if you are under investigation... of course) I don't know much about carnivore other than that... Another example would be a honeypot/honeynet.