I think you want to know how many sensors 1 Arduino can support. But just in case, I am answering both interpretations of the title of your question:
- How many different types of sensors can an Arduino support?:
With the correct software and hardware, the Aruidno can interface with almost any kind of sensor. The exceptions include but are not limited to sensors which produce more data than an Arduino can process (such as a video camera) or sensors that require fast responses (such a time of flight laser distance sensors (LIDAR)).
- How many sensors can an Arduino support at the same time?:
This depends on what processor resources are needed. If the sensor needs the ADC there 6 channels on most Arduinos. If you need more, there are hardware solutions. But many here have suggested to simply add a 2nd Arduino.
To specifically address your laundry list:
room temperature
Thermistor connected to ADC. But most are not linear, so you will have to create a look up table.
humidity
I think there is a SPI module on the market to do this.
carbon monoxide
These sensors usually require an amplifier. And change with age & temperature. So a lot of software here as well as hardware.
carbon dioxin
Not sure about this one.
buzzer
Self osculating? Then you only need a logic output.
1 LCD display
Alpha & numeric? Most have 4 or 8 pin Hitachi interfaces. But you can look for a SPI or serial port LCD so as to conserve on Arduino pins.
ESP8266
This is just a serial device. You will need the Ardino's serial port.
I'll leave it up to you to make a detailed assessment of the necessary processor resources. Because you need to first pick out the specific hardware you will be using.
That's half the battle. The other half is verifying the libraries for all these sensors and communication devices will not interfere with one another. That I will leave up to you as it is not an easy task to wade through all the code for all the different libraries you will be using. And, again, until you pick out exactly what sensors and devices you will be using it is impossible to even start analyzing as we wouldn't know which libraries to look at.