We present the $H$-band spectral line lists adopted by the Apache Point Observatory Galactic Evolution Experiment (APOGEE). The APOGEE line lists comprise astrophysical, theoretical, and laboratory sources from the literature, as well as newly evaluated astrophysical oscillator strengths and damping parameters. We discuss the construction of the APOGEE line list, which is one of the critical inputs for the APOGEE Stellar Parameters and Chemical Abundances Pipeline, and present three different versions that have been used at various stages of the project. The methodology for the newly calculated astrophysical line lists is reviewed. The largest of these three line lists contains 134,457 molecular and atomic transitions. In addition to the format adopted to store the data, the line lists are available in MOOG, Synspec and Turbospectrum formats. We also present a list of $H$-band spectral features that are either poorly represented or completely missing in our line list. This list is based on the average of a large number of spectral fit residuals for APOGEE observations spanning a wide range of stellar parameters.