I don't know much about cycling, but its social norms are fascinating. Apparently it's more okay to dope up than to pass a rider while they're eating lunch. There are fascinating game-theoretic aspects to the social life of the pelaton, but this page focuses on the curiously chivalrous aspects of cycling.
Here are the ones I've found documentation for, with a few I haven't. The bullets are linked to further discussion of the rules. - Eric
If a stage ends in or near the hometown or home country of a particular rider who is able to win the stage, let him win.
-- LA Times
There needs to be something about who gets to draft behind whom. Although I've never seen it written about, there's definitely something like this: My teammate's wheel is mine to follow.
When is it OK to sit on the back of a break-away and not work? There's lots of interesting stuff here. You might recall a stage in the mountains years ago when Hincapie was in a break-away. He sat on the group - and was allowed to because they assumed he would go back and help Lance when they got to the final, mountain-top finish. Instead, he rested up and won the climb to take the stage. That might be his only stage win at the tour.
There's interesting tactics with respect to former teammates (see the Lance/Hincapie controversy of a few years ago - Hincapie was in the break and they had about 10 minutes - enough to put him in yellow. Lance and friends tried to reel them in / tried to slow down the peleton (that was the controversy). The same thing applies to countrymen (i.e. Frenchmen working for other Frenchmen who aren't on their team)
The "Don't attack on the last day of the TdF" applies to the (sometimes) ceremonial last stages of the Vuelta and the Giro.
Last thought. I don't know if this is an unwritten rule, but I always love it when, during a tough mountain stage, the slower riders get together and form a groupetto, so they aren't all eliminated on time. Maybe that's an unwritten rule of cycle race promotion - don't can a large group of riders based on time. -- Dave Kung, e-mail