One common paint additive is a dispersant, used to separate and stabilize pigment particles so they are evenly distributed. Another is a preservative to prevent spoilage of the paint.
Mildewcides prevent mildew, mold and lichen in the paint, and thixotropic agents are what keep paint in a jelly-like consistency until it is stirred. Silicones can be added to outdoor paint to improve weather resistance, and rheology modifiers allow the paint to have better coverage by evening out the flow and level of the paint.
Other types of additives have antifreeze properties, control foaming and skinning, or modify the shine or flat properties of the paint.