Although many people don't think about lard in baked goods (other than maybe biscuits), it works quite well there. Oreos was made with lard until sometime in the '90s when the replaced it with -- wait for it -- partially hydrogenated vegetable oil. It looks like we've come full circle. (Yes, I know oreos aren't exactly the greatest baked good, but it can work elsewhere too.)
That said, you only listed tallow and lard. Don't forget about butter and rendered chicken fat (schmaltz), which is really good stuff (and is often a byproduct of cooking chicken).
On an unrelated note, Wisconsin is ahead of the curve on regulating trans fats courtesy of the butter lobby:
97.18 (4) The serving of colored oleomargarine or margarine at a public eating place as a substitute for table butter is prohibited unless it is ordered by the customer.
97.18 (5) The serving of oleomargarine or margarine to students, patients or inmates of any state institutions as a substitute for table butter is prohibited...
https://docs.legis.wisconsin.g...
Hell, it was illegal to sell margarine here for many years.