Given the right temperature and pressure conditions, most elements will react. The noble gases are least likely to react though, and IIRC, compounds of Xe and Kr may form under special conditions with Xe reacting with F and O, and Kr with F. F is the most electronegative element (highest affinity for electrons), O is second most electronegative.
Xe prefers to form even order fluorides: to KrF
n, where n=2,4,6. Xe forms oxides - XeO
3 and XeO
4 - see
http://www.webelements.com/webelements/elements/text/Xe/key.html
(Look on right hand side of page for compounds)
Kr seems limited to KrF
2 with no other compounds - see
http://www.webelements.com/webelements/elements/text/Kr/key.html
See - http://users.rcn.com/jkimball.ma.ultranet/BiologyPages/E/Electronegativity.html
As for the He-Ne laser, see -
http://hyperphysics.phy-astr.gsu.edu/hbase/optmod/lasgas.html
He does not form compounds, and it appears neither does neon or Ar. Both achieve "excited" states, but that does not infer a compound.
As for nitrogen compounds, ammonia and nitrates are high tonnage industrial products. Metal nitrides are also quite important. For example, Si
3N
4 is an important structural ceramic, and UN is a dense nuclear fuel with high thermal conductivity. Boron nidride (
http://en.wikipedia.org/wiki/Boron_nitride) is another important compound.
Titanium Nitride (TiN) is the most common PVD hard coating in use today. TiN has an excellent combination of performance properties, attractive appearance, and safety (meets FDA requirements for surgical tools and implants as well as food contact applications).
from http://www.brycoat.com/tin/
There are many amines, amides, azoles and azines (RC=NN=CR), all of which are organic nitrogen compounds.