Several abilities including feat Extra Spell and the Master Specialist class feature Expanded Spellbook allow spellcasters to learn an additional spell. However, these abiities do not specify that the spell learned must be on their class spell list.
The reason why I feel that spells outside the caster's normal class list would be permitted in the case of Expanded Spellbook, at least, is that gaining a small number of spells into a wizard's spellbook is not really a terribly useful ability; a wizard can do that pretty easily anyway. Also, it makes a lot of sense, flavor-wise, if a wizard who is an utmost master of his school of magic can cast a handful of spells that other wizards can't.
If a feat, class feature, or other ability says that a spellcaster can learn a new spell, and that ability does not specify that the spell must come from their class list, can they learn spells that are not on their class list? I'm specifically asking about D&D 3.5.