Fainting Fancy (OotP ch. 13): One of the ingredients of the Skiving Snackbox.
fairy lights: Magical decorations which are actual fairies, persuaded to hold still.
Famous Witches and Wizards: A series of trading cards packaged with Chocolate Frogs. Featured people include Agrippa, Circe, Cliodna, Albus Dumbledore, Nicholas Flamel, Alberic Grunnion, Hengist of Woodcroft, Merlin, Morgana, and Paracelsus.
Fang: Hagrid's dog, a boarhound.
Fanged Frisbees: A banned item at Hogwarts.
Fanged Geranium (OotP ch. 31): A plant in the O.W.L. for Herbology.
Fantastic Beasts and Where to Find Them: A first-year textbook. Also available in a Muggle edition.
Fat Friar: The house ghost of Hufflepuff.
Fat Lady: The painting that guards the Gryffindor dormitory.
Fawcett (CoS ch. 12): A Ravenclaw who came to Lockhart's dueling club. A couple years later, she tried to age herself to be a candidate for the Triwizard Tournament.
Etym: From the placename Fawcet or Facit, both from Old English fah "(brightly) colored, variegated, flowery" + side "slope".
Fawcetts senior (GoF ch. 6): Acquaintances of the Weasley family who couldn't get tickets to the Quidditch World Cup.
Etym: See above.
Fawkes: Dumbledore's phoenix friend, and the donor of the feathers in both Harry's and Voldemort's wands.
Etym: From Guy Fawkes, the mastermind of the Gunpowder Plot.
Felix Felicis (HBP ch. 9): A potion for creating luck.
Etym: Latin, "luck of all luck".
Fenrir Greyback: Etym: Also known as Fenrisúlfr ("Fenris-wolf"), the world-destroying wolf that Norse legend says will be loosed at Ragnarok.
Fenwick, Benjy (OotP ch. 9): A member of the Order of the Phoenix who was killed by the Death Eaters.
Etym: From Old English fenn "marsh, fen" + wiic "dairy farm, outlying village".
Fergus: A friend of Seamus Finnigan's.
Etym: Gaelic fear "man" + gus "vigor", and name of a mythological hero.
Ferula: An incantation to conjure up some sort of magical splint.
Etym: Probably from ferrule, a ring or cap put on a shaft to keep it from splitting. Ferula is an actual word, but means an instrument such as a flat piece of wood used to punish children.
Fever Fudge (OotP ch. 18): One of the items in the Skiving Snackboxes.
Fidelius Charm: A spell that conceals a piece of information inside a living soul-- a Secret-Keeper.
Fiendfyre (DH ch. 31): Fire so cursed that it can destroy a Horcrux.
Figg, Arabella Doreen: A Squib who is a member of the Order of the Phoenix, set to watch Harry while he stays with the Dursleys.
Etym: The name is properly derived from fig, but my guess is that if there is any meaning to it, Rowling is thinking more along the lines of the surname Figgis, from a nickname for a trustworthy or reliable person.
Filch, Argus: The caretaker of Hogwarts and terror of curfew-breakers-- all the harder for him as he's a Squib. The movie suggests that he's an honorary Slytherin.
Etym: Probably just the English word... thus, Argus Filch is on the lookout for all who might steal. (Doesn't do a very good job of it, does he?)
In-depth article at HPLexicon
Filius Flitwick: Etym: Latin, "son".
Finch-Fletchley, Justin (PS ch. 7): A Hufflepuff, the same year as Harry, and a member of Dumbledore's Army.
Etym: Finch means what it looks like, and I've no idea about the other part.
Finite (OotP ch. 36): An incantation that halts the operation of a spell.
Etym: Latin, "end".
Finite Incantatem: An incantation that halts all ongoing spells in the vicinity.
Etym: Latin, "end spellcasting".
Finkley, Barnabas (DH ch. 18): A wizard who gave his name to a spellcasting prize.
Etym: May derive from finch.
Finnigan, Seamus (PS ch. 7): A Gryffindor, the same year as Harry, and a member of Dumbledore's Army. His mother was a witch, and didn't tell his Muggle father until after they were married.
Etym: From the Gaelic name Fionn, meaning "white".
fire-crabs: One of the creatures hybridized to form Blast-Ended Skrewts.
Firebolt: The absolutely most advanced broom yet created by modern magical technology.
Firenze: A centaur who once lived in the Forbidden Forest, now an outcast for helping humans, if you can call his lessons as an alternate Divination teacher helpful.
Etym: The modern Italian name for Florence.
Five Feathers (OotP ch. 1): The Barnsley habitat of Bungy the budgie.
Fizzing Whizbee: A type of wizard candy available at Honeydukes.
Flagrante Curse (DH ch. 26): A spell to make something burning hot.
Etym: Same as below.
Flagrate (OotP ch. 34): An incantation to draw a flaming symbol on something.
Etym: From a Latin word meaning "burst into flame".
Flamel, Nicholas (PS ch. 6): A 665-year-old alchemist and opera lover, a friend of Dumbledore's, and the creator of the only Philosopher's Stone known to be in existence.
Etym: The name of an actual historical alchemist. The Spell Binder has a lengthy article on him.
Flamel, Perenelle (PS ch. 13): Nicholas Flamel's wife, a mere 658 years old.
Fleet, Angus (CoS ch. 5): A Muggle resident of Peebles who spotted Harry and Ron in the flying Ford Anglia.
Etym: As a last name, from Old English fleot "stream, estuary, creek" or Middle English flete "swift".
Fleetwood's High-Finish Handle Polish: Part of Harry's broomstick maintenance kit.
Etym: Fleet... wood... get it?
Flesh-Eating Slug Repellent: Something to keep Flesh-Eating Slugs out of cabbages, apparently.
Fletcher, Mundungus (CoS ch. 3): The target of a raid by the Misuse of Muggle Artifacts Office. Also, a member of Dumbledore's "old gang".
Etym: An arrowsmith, from Old French fleche "arrow".
Fleur Isabelle Delacour Weasley: Etym: French for "flower".
Flint, Marcus (PS ch. 11): A Slytherin, five years ahead of Harry. Chaser and captain of the Slytherin Quidditch team during Harry's first year.
Etym: Name for someone who lived near a notable outcrop of flint, or nickname for a hard-hearted individual.
Flitterbloom (OotP ch. 25): What someone disguised a Devil's Snare as to send to Bode.
Flitwick, Filius: The Charms teacher at Hogwarts, a former dueling champion who has since moved on to the far more exciting and dangerous career of teaching adolescents to handle supernatural forces. Also, head of Ravenclaw House.
Etym: A town in Bedfordshire; no etymology found, though.
flobberworm: The most uninspiring magical creature in existence. A flobberworm subsists on a diet of lettuce and does nothing else.
Floo Network: The network on which one travels with Floo powder. Overseen by the Floo Regulation Panel.
Floo Network Authority (OotP ch. 7): May or may not be the same thing as the Floo Regulation Panel.
Floo powder: A substance that allows one to travel from fireplace to fireplace (via the Floo Network) by throwing some into a fire and speaking the intended destination.
Etym: Probably a pun on flew or flue or both.
Floo Regulation Panel: The governmental body that maintains the root servers of the Floo Network.
Florean Fortescue: Etym: From Latin florianus "flowery, blooming". Florian is the name of a 4th century saint invoked against fire and drought.
Florence (GoF ch. 30): A student at Hogwarts at the same time as Bertha Jorkins.
Flourish and Blotts: A bookstore in Diagon Alley, the place where Hogwarts students buy their textbooks.
Etym: A flourish, in penmanship, is an added decoration. To blot is to dry wet ink by pressing something absorbent (like a blotting-paper) onto it, to absorb the excess and keep it from smudging. When writing with a fountain pen or quill, one would sign with a flourish and then blot it.
Fluffy: A cerberid dog acquired by Hagrid and put to work guarding the Philosopher's Stone.
Flume, Ambrosius (HBP ch. 4): The head of Honeydukes.
Etym: No etymology as a name, may just be the English word.
Flutterby Bush: A magical plant, undescribed but possibly a variation of a butterfly bush.
fluxweed: An ingredient of the Polyjuice Potion. Invented, as far as I can tell.
Flying with the Cannons: A book on the Chudley Cannons.
Foe-Glass: A mirror which shows any enemies of the owner who are in the vicinity.
Forbidden Forest: The woods adjoining Hogwarts and Hogsmeade, home to all sorts of magical creatures, including centaurs, Aragog, and possibly a werewolf or two.
Ford Anglia: A cousin to the Ford Prefect which was produced in England from 1959 to 1967 and then was simplified to become the Ford Popular. Arthur Weasley got hold of one and performed a few minor adjustments to it such as allowing it to fly and become invisible at will. Since being crashed into the Whomping Willow, the car has turned feral and been living in the Forbidden Forest.
Forgetfulness Potion: The final exam for Harry's first year of Potions.
Fortescue (OotP ch. 27): A previous headmaster of Hogwarts.
Etym: See below.
Fortescue, Florean (PoA ch. 4): The proprietor of an ice cream parlor in Diagon Alley until he disappeared for unknown reasons, who for some reason knows an awful lot about the history of witch-burning.
Etym: From Old French fort "strong, brave" + escu "shield". Thus, a powerful protection against burning.
Fountain of Fair Fortune, The (DH ch. 7): A story in Tales of Beedle the Bard.
Fountain of Magical Brethren (OotP ch. 7): An artistic statement of the Ministry of Magic's worldview, now, appropriately, utterly destroyed.
Four-Point Spell: A spell to make one's wand indicate north (whether it's magnetic or true north hasn't been said). Incantation: Point Me.
Fowl or Foul? A Study of Hippogriff Brutality: A book Ron consulted in Buckbeak's defense.
Frank Bryce [Francis]:
Etym: From Latin Franciscus, "Frenchman".
Frank Longbottom [Francis]:
Etym: See above.
Fred Weasley [Frederick]:
Etym: From Old German frithu "peace" + ric "ruler". The name of lots and lots of German kings.
Freezing Charm: Some kind of paralysis-inducing spell.
Fridwulfa (GoF ch. 24): Hagrid's mother, a giantess, whereabouts unknown.
Etym: As far as I can tell, this name is invented, but from recognizable roots. Frid and similar forms mean "peace" as a name element, though another possibility (from An Anglo-Saxon Dictionary is friid- meaning "stately". Wulfa is undoubtedly "wolf".
Frobisher, Vicky (OotP ch. 13): A Gryffindor who tried out to be the Keeper on the Quidditch team.
Etym: Originally an occupational name for a polisher of metal, from Old French fo(u)rbisseor. Also the name of a 16th century explorer who was not too good at factual reporting.
Frog Spawn Soap: Something available at Zonko's Joke Shop.
From Egg to Inferno: Another of Hagrid's collection of books on dragon-rearing.
Fubster, Colonel (PoA ch. 2): A retired friend of Harry's Aunt Marge who sometimes looks after Marge's dogs.
Fudge, Cornelius Oswald: The current Minister of Magic, although apparently unable to handle the job without constant advice from Dumbledore. If political events in the books match actual history, Fudge is a Tory (in fact, he bears a suspicious resemblance to one particular Tory) who is due to be replaced sometime in book 6 or 7 when Labour takes over the government.
Etym: Of all the meanings available, I think we should look at "false" or "clumsily forged".
Fudge Flies: A candy available at Honeydukes.
Furnunculus: I believe this is a typo for furunculus. Can someone tell me if this was corrected in a later version of GoF?
Furunculus: An incantation that causes the target to break out in boils.
Etym: Latin, "boil", the root of the modern word furuncle.