Reading the question Can you knock a Banshee unconscious?, I see that mu is too short's answer quotes the rules from the Player's Handbook on knocking a creature out, saying that:
When an attacker reduces a creature to 0 hit points with a melee attack, the attacker can knock the creature out.
Furthermore, it claims that since the creature asked about isn't immune to unconsciousness, it can be knocked out.
Is this really true? It seems quite counter-intuitive, especially for incorporeal creatures (e.g. banshees or ghosts, neither of which have a listed immunity to unconsciousness).
Best Answer
In general, yes. But there are exceptions
The general rule is outlined in the PHB:
It lists no conditions for this to be true, so, in the absence of something specific saying that you cannot, you can knock out the creature.
However, per this Q&A there are at least a couple creatures that do not appear to be able to be knocked unconscious because of effects that take place when they get reduced to 0 HP.
Creatures with immunity to being unconscious
This one is pretty obvious. If a creature is immune to being unconscious then it can't become unconscious. Earth, Air, and other elementals often have this.
See this Q&A thread for more exploration of this topic.
Most Creatures with the Constructed Nature feature
Monster Manual pg.19 covers this.
In this case, when a creature with this feature gets knocked to 0 HP, they simply lose the magic and they become inanimate.
Golems