#include <mmintrin.h> // Intel MMX
#include <xmmintrin.h> // Intel SSE
#include <emmintrin.h> // Intel SSE2
#include <pmmintrin.h> // Intel SSE3
#include <tmmintrin.h> // Intel SSSE3
#include <smmintrin.h> // Intel SSE4.1
#include <nmmintrin.h> // Intel SSE4.2
#include <ammintrin.h> // Intel SSE4A
#include <wmmintrin.h> // Intel AES
#include <immintrin.h> // Intel AVX
#include <zmmintrin.h> // Intel AVX-512
#include <arm_neon.h> // ARM NEON
#include <mmintrin.h> // ARM WMMX
And a full list of what is possible in Microsoft Visual C: http://msdn.microsoft.com/en-us/library/hh977022.aspx
Now the reason why they are not in ANSI C is that low-level CPU features (just like raw instructions) are not portable by nature.