There are literally thousands of different catfish baits. Live baits include worms, minnows, small fish, crawfish, etc. Cut up pieces of dead fish, chicken liver, cheese, and many 'stinky' concoctions are also popular, and may be made into doughballs, a thick paste, or even a liquid that bits of sponge are dipped into.
It is usually cheaper and faster for me to just buy a good catfish dough bait such as Ruby's Special Catfish Bait and Carp Bait. I get it at http://www.rubysbait.com