Let $X$ be an affine holomorphic symplectic variety of dimension $2n$, with the associated Poisson bracket { , }. Let's say it's an integrable system when there are $n$ algebraically independent holomorphic functions $I_i$ ($i=1,\ldots,n$) on $X$ such that they Poisson-commute: $\{I_i,I_j\}=0$.
Pick a simple Lie algebra $\mathfrak{g}$, and pick a coadjoint orbit $O\subset \mathfrak{g}^*$. As is well-known, this is naturally a holomorphic symplectic variety: $x,y\in \mathfrak{g}$ gives a function on $O$, and its Poisson bracket is then given by the Lie bracket:
$\{x,y\}_{PB}=[x,y]$.
I wonder which coadjoint orbit is integrable, in the sense given above.
For example, any regular orbit $O$ of $\mathfrak{g}=\mathfrak{gl}(n)$ is integrable: let $X:\mathfrak{g}^*\to\mathfrak{g}$ be the identification via the invariant inner product, choose a generic element $a\in \mathfrak{g}$, and consider a function on $O$ given by
$P_k(t)= \mathrm{tr} (X+ta)^k$
where $t$ is a complex number. (I'm sorry for a slightly confusing notation, but $a$ here is a constant function on $O$ taking value in $\mathfrak{g}$.)
After some manipulation, $P_k(t)$ and $P_{k'}(t')$ are seen to Poisson-commute. Therefore, coefficients $P_{k,i}$ of $t^i$ of $P_k(t)$ all Poisson-commute. Note that $P_{k,k}$ is a constant function on $O$, because $O$ is a coadjoint orbit. Then there are in total $1+2+\cdots+(n-1) = (\dim \mathfrak{gl}(n)-\mathrm{rank} \mathfrak{gl}(n))/2$ independent commuting operators.
Let me conjecture that all coadjoint orbits are integrable.
Another large class of affine holomorphic symplectic varieties are Nakajima's quiver varieties, which include all the coadjoint orbits of $\mathfrak{gl}(n)$. A similar question can be asked: which quiver variety is integrable in this sense?
Update
Thanks to the answers so far, I could track down references, see e.g. the end of Sec. 4 of this paper, showing that any coadjoint orbit of real compact Lie algebras is integrable. I guess the proof should carry over to the semisimple orbits (and presumably nilpotent Richardson orbits) of complex semisimple Lie algebras, in the holomorphic sense. So the question now is: how about nilpotent orbits in $\mathfrak{g}_{\mathbb{C}}$?
Update 2
Indeed, A. Joseph says in this article that he essentially proved that Richardson orbits are integrable in this article (in the setting of enveloping algebras, not the associated graded.) It would be interesting e.g. non-special orbits are not integrable… but I have no idea.
Best Answer
Here is answer (YES) from Alexey Bolsinov who is one the main experts in these questions.
"The answer is YES
There is a very general construction allowing to construct an integrable system on more or less any coadjoint orbit for an arbitrary Lie algebra (non necessarily semisimple). This is a recent paper by Vinberg and Yakimova available in arxiv
http://arxiv.org/abs/math/0511498 Complete families of commuting functions for coisotropic Hamiltonian actions
In the particular case you are talking about (SEMI-SIMPLE g) the positive answer follows from 2 results:
1) the so-called shifts of polynomial invariants give a completely integrable system on a singular adjoint orbit O(b) in a semi simple Lie algebra G if and only if
the index of the centralizer of b coincides with the index of G
(my paper in Izvestija AN SSSR, 1991 and Acta Appl. Math. 1991), both available on my home page
Bolsinov A.V. Commutative families of functions related to consistent Poisson brackets// Acta Appl. Math., 24(1991), pp. 253-274.
I also conjectured that
this condition ind Cent (b) = ind G, in fact, holds true for all singular elements b\in G and checked it for G=sl(n) (in particular for all nilpotent)
2) This conjecture (widely known as Elashvili conjecture) has been proved for an arbitrary semi simple Lie algebra and for all elements (in fact the proof is easily reduced to nilpotent elements)
First, Elashvili did it by, in some sense, straightforward computation which in the most difficult case of e_8 involved some computer program (unpublished)
Recently a conceptual proof has been done by Jean-Yves Charbonnel (IMJ), Anne Moreau (available in arxiv)
http://arxiv.org/abs/1005.0831 The index of centralizers of elements of reductive Lie algebras
To the best of my knowledge, this is the only known universal way to construct an integrable system on an arbitrary orbit.
Remark: I am talking about classical integrable systems, not quantum. These systems can be quantized too, but this is another story. "