I was wondering what orb effects can be stacked in Dota and Dota 2. Why eye of Skadi and helm of dominator orbs effect can be stacked?
Tehcnically, no Orb Effects stack. That's why they're Orb Effects (or UAM : Unique Attack Modifier in DotA 2). However...
Some items applies a debuff which could be (or was) concidered as an Orb Effect but is not :
The Orb Effect chain lightning from Mjollnir (and Maelstrom) depend on if you proc it or not (25% chance). When you do not proc it and if you have another orb effect in your inventory, it will be applied. Basically you can lifesteal, feedback (diffusal blades), debuff armor with desolator etc. between each chainlightning.
That also mean that on a ranged hero you can have Skadi + Lifesteal (Mask of death, Mask of madness, Satanic or Helm of the dominator) + Mjollnir/Maelstrom and a Sange and Yasha and you would benefit from all passive debuff.
Orb Effect can be provided by some skills in the game aswell. Some of those are passive like Manabreak (Antimage). Some are manually casted or autocasted such as Drow Ranger's Frost Arrow, Viper's Poison Attack, Enchantress' Impetus, Outworld Devourer's Arcane Orb etc.
When dealing with Orb Effect from skills, same rules apply for stacking them (Sange and Yasha works, Vlads stack too but won't lifesteal on ranged hero etc.). For casted one : when you are not using a Manually/Auto casted Orb Effect (like those mentionned above), you can apply another Orb Effect from a purchased item (A common example is Drow + Helm of the dominator : You will want to manually slow your target while you lifsteal between each Frost Arrow).
The answer by WizLiz already gave you a good overview of item based orb effects, but I want to extend on that a little with skill based orb effects.
Some heroes have attack modifier/orb effect skills, like Viper, Drow Ranger, Outworld Destroyer, Huskar and some more that don't come to my mind right now.
These skills conflict with item based orb effects just like other items would, with one notable exception: You can manually prioritize an orb effect! This is also known as Orb Walking.
The way this works is that you have to turn off Autocast on the hero skill by right clicking it or holding the Alt button when pressing the skill key. You can see whether autocast is on or not by a yellowish box around the skill image.
Once autocast is turned off, the skill will obviously not be applied to your attacks, and your item based orb effects become active. But if you now manually press the skill button and then click on an enemy, the skill based effect will be used instead of the item effect.
This also has another nice sideeffect: If you attack an enemy hero by orbwalking, you will not draw aggro from their creeps!
By using this strategy effectively, you can make use of usually conflicting orb effects, which can give you great benefits.
While this isn't orb stacking per se, it comes near it in many situations when debuffs stay applied for a certain amount of time. Consider the following scenario:
Drow Ranger with Desolator: Drows Frost Arrow skill and Desolator are both orb effects that don't stack with each other. But if you turn off autocast on Frost Arrow and manually use it you can alternate between slowing the enemy and reducing the armor. Depending on your attackspeed you can easily keep up both debuffs at the same time!