Full list
Do we need a list with all proposed missions?

http://www.sci.esa.int/science-e/www/object/index.cfm?fobjectid=41177

Astrophysics
Luciola: Hyper telescope Space Observatory
SPICA: The next generation IR space observatory
XEUS: Physics of the Hot Evolving Universe
PEGASE  an IR interferometer to study stellar environments and low mass companions around nearby stars.
PLATO - Planetary Transits and Oscillations of stars
SEE- COAST (Super-Earth Explorer - Coronographic Off Axis Space telescope)
The Gamma-Ray Imager mission
FIRI - the Far-Infrared Interferometer
DUNE: The Dark Universe Explorer
 GRIPS - Gamma Ray Burst Investigations via Polarimetry and Spectroscopy
Darwin - infrared interferometer
SPACE  the Spectroscopic All-sky Cosmic Explorer
B-Pol:  gravitational waves detector
Millimetron: sub-millimeter and far-infrared Space Observatory
Fresnel Interferometric Imager
Stellar and Galactic Environment Survey (SAGE)
EDGE, Explorer of Diffuse Emission and Gamma Ray Burst Explosions
The Molecular Hydrogen Explorer (H2EX)
Sample Return of Interstellar Matter (SARIM)

Fundamental Physics
Direct search for deviation of the one-way speed of the light
Kant Mission - space and time relation
Astrodynamical Space Test of Relativity using Optical Devices (ASTROD)
Laser Astrometric Test Of Relativity (LATOR)
Solar System ODYSSEY - laws of gravity
GAUGE (GrAnd Unification and Gravity Explorer)
EGE (Einstein Gravity Explorer)
MWEG (Matter Wave Explorer of Gravity)
S-EUSO (Space Observatory for the study of the Universe at Ultra High Energies)
SAGAS (Search for Anomalous Gravitation using Atomic Sensors)
Fundamental Physics Platform - Critical Phenomena in Space
GALILEO GALILEI (GG) - A small satellite to test the equivalence principle of Galileo, Newton & Einstein.

Solar System
(EVE) European Venus Explorer: an in-situ mission to Venus
(WARP) - Waves And Relativistic Particles
LunarEx - A Lunar Penetrator Mission
Mars Origins Mission to Noachian-Mars: exploring the southern hemisphere of Mars in search of traces of life
Mars Environment and Magnetic Orbiter
NEO Sample Return Mission (MARCO-POLO)
Comet Sample Return Mission (TRIPLE-F)
A Mission to Europa and the Jupiter System
KRONOS  Saturn atmospheric probe and deep atmosphere and interior remote sounding
Titan and Enceladus Mission (TANDEM)
DuneXpress
Cross-Scale
The Interstellar Heliopause probe
DynaMICCS
PHOIBOS (Probing Heliospheric Origins with an Inner Boundary Observing Spacecraft)
HIRISE - HIgh Resolution Imaging and Spectroscopy Explorer.
Coronal Magnetism, Plasma and Activity Studies from Space (COMPASS)
POLAR Investigation of the Sun (POLARIS) 
MetNet — A network of measurements on Mars