It's so nice to hear from the both of you DrGreg and pervect!
We should include integrals in the set.
I am sure that for each heuristic Lorentz covariant tensor (pseudotensor) there is an associated Lorentz covariant tensor (or pseudotensor) attached to each spacetime event. This language will sound confusing, but I'll clarifty and attempt to motivate the claim--
For example, the tensor (E/c, p) is heuristic. It tells us about a system and not the values of the system at a space-time event. For these we seem to need length, area, volume, or 4-volume densities. And these are orientable.
pervect, so you are not digressing in bringing up dx,dy,dz wedge products, but spot on.
Exemplary are Maxwell's equations that may be expressed in differential or integral form. The integral form is heuristical--it produces, for example, the total magnetic flux but doesn't say anything about the value of the flux at any given spatial location.
I am certain there is a purely mathematical, and deductive way to obtain heuristic tensors from point-wise tensors and the inverse, within four dimensions, but it evades me without a kick in the right direction.
(E/c, p) might be a good place to start. It is the integral form of something.
It cannot be the stress energy tensor. With directed (orientable) k-volumes (k<=4 dimensions), it should be skew symmetric.