NOTE: Having seen your comments on your OP, that you want to mass insert into one db field. You should be careful with this. While it's easy now, it can make working with the data in queries very very difficult and marginally bit harder in Cold Fusion.
This should work
<cfset fArr = ArrayNew(1)>
<cfset fcount = 1>
<cfloop list="#form.fieldnames#" index="f">
<cfif not listfind("bad,field,names",f)>
<cfset fArr[fcount] = form[f]>
<cfset fcount = fcount + 1>
</cfif>
</cfloop>
The CFIF is so you can omit field names that you might like to. If you want to collect every one, just remove it. Perhaps you have a submit button named "gobtn" that you don't want to gather into the array., you would make the list gobtn like <cfif not listfind("gobtn",f)>
You can use a similar thing with any scope or struct, except that they don't typically have a fieldnames attribute or anything like it, but Cold Fusion has the function StructKeyList() which also works on the form scope but unfortunately StructKeyList(form) also includes the field fieldnames which can get annoying, it's easier just to use the built in variable.
Demonstrating with URL scope (functionally the same as a struct)
<cfset fArr = ArrayNew(1)>
<cfset fcount = 1>
<cfloop list="#StructKeyList(url)#" index="f">
<cfif not listfind("bad,field,names",f)>
<cfset fArr[fcount] = url[f]>
<cfset fcount = fcount + 1>
</cfif>
</cfloop>
(Chris Tierney's use of ArrayAppend is correct btw, you can do something like this which is more reasonable). I don't know why I didn't include that.
Also ArrayNew(1) and [] are the same, but earlier versions of CF don't support it, so I habitually answer with ArrayNew(1).
<cfset fArr = ArrayNew(1)>
<cfloop list="#StructKeyList(url)#" index="f">
<cfif not listfind("bad,field,names",f)>
<cfset ArrayAppend(fArr,url[f])>
</cfif>
</cfloop>
Given some of your comments..
Another option is SerializeJSON
You can do this
<cfset formCopy = Duplicate(form)>
<!--- We have to duplicate the struct so that we can safely modify a copy without affecting the original --->
<cfset DeleteItems = "fieldnames,gobtn">
<cfloop list="#deleteItems#" index="df">
<cfset StructDelete(formCopy,df)>
</cfloop>
<cfset ForDBInsert = SerializeJSON(formCopy)>
<!--- ForDBInsert now contains a JSON serialized copy of your data. You can insert it into
the database as such, and call it back later. --->
Calling it back
<cfquery name="getFD">
select FormDump from Table
</cfquery>
<cfoutput query="getFD">
<cfset ReBuild = DeserializeJSON(FormDump)>
<!--- You now have a struct, Rebuild, that contains all the fields in easy to access format --->
<cfdump var="#ReBuild#">
</cfoutput>
listToArray( form.fieldname )