Are any drug categories not included in Medicare prescription drug coverage?

Understanding your Formulary · updated Jun 20, 2016

Yes. Certain drugs are excluded from the Medicare Part D program, which means these drugs can’t be provided as part of standard Medicare prescription drug coverage. Some examples of excluded drugs include drugs for weight loss or gain and drugs for relief of colds.

However, except for non-prescription over-the-counter drugs, a plan can choose to cover excluded drugs if the plan offers more than standard coverage (such as with "Bonus Drugs"). Non-prescription drugs can’t be included in a Medicare Part D plan formulary, however, under certain circumstances, the non-prescription drugs may be provided at no cost.

You can read more about excluded drug on this site

(Source: U.S. Department of Health & Human Services)