Brainstorm -- get a group of people gathered in a room and collect their ideas
Delphi - a form of controlled brainstorming/survey aimed at collecting the information without the participants hearing what each has to contribute. Results are summarized, new questions are formed, and the refined survey goes out again.
Crawford Slip Method - hand out pieces of paper or sticky notes and have everyone write down their ideas.
Risk Assessment Workshop - a facilitated set of meetings designed to identify and mitigate risks.
Check Univeral Risk Lists -- there are risks which are common to many different types of projects and lists of them exist
Note there is a common theme that the project manager must work with the project team and the larger group of project stakeholders to identify and manage risks. These are all facilitation methods that can be used with these groups.