Not all cameras support DNG natively. That is, if you want to process DNG files they need to be converted from the camera's proprietary RAW format to DNG afterwards. So, which cameras support DNG natively?
I'm thinking it would be best to have one answer per camera manufacturer with each answer listing the camera models but I'm open to something better.
Models marked with (u) do not support creating compressed DNGs. The older cameras can save compressed Pentax-proprietary PEF raw files that are smaller than the equivalent DNG raw files. The newer (Q-series) cameras do not support PEF files.
Adobe maintains a list of cameras supported by Adobe Camera Raw. Any camera that has "DNG" in the "Raw image filename extension" column in the tables produces DNG files that can be read by Adobe Camera Raw.
The list consists mainly of Casio, Leica, Pentax, Ricoh and several Samsung cameras. It might be worth checking the page however as more cameras are added and of course confirming with the manufacturer before making a decision.
For a list of current DNG supporting cameras, it is any easy search on Neocamera, just select the DNG check box. Here are the results.
(All models are discontinued.)
Most of their flagship phones, e.g.:
I know that I should not provide link-only answers, but this Wikipedia article may be helpful, specifically if it's kept up to date:
Section "Summary of products that support DNG in some way" from "Digital Negative. In Wikipedia, The Free Encyclopedia", more specifically for the question: "Digital cameras and related software" from "Digital Negative. In Wikipedia, The Free Encyclopedia"
