Versions prior to OS X Yosemite v10.10.5 with Security Update 2015-004 Yosemite
Versions prior to OS X Mavericks v10.9.5 with Security Update 2015-007 Mavericks
iOS versions prior to iOS 9.1
watchOS versions prior to watchOS 2.1
AirPort Base Station Firmware versions prior to 7.7.7 and 7.6.7"
(Also notes to check with vendors of any products you use that may be affected.)
Regarding the "for previous versions Apple has issued a security update", I assume they are just saying a fix was already in the OS versions/security updates later than the "Prior to" list above - not that there are any new updates being released for older OS versions.
(Articles about security fixes in some past updates have been recently revised.)
There's been no security updates for OS X v10.8.x and earlier for some time now.
Once El Capitan was released, 10.9.x is the oldest still getting security updates.
(There was a Mac App Store/Certificate Update for Snow Leopard on Jan. 27th, 2016.)
Apple also revised several past docs about Security fixes in some previous OS updates.