Parallel sides mean that they are always the same distance from each other and will never touch. Knowing that, let's think of the shapes.
Rectangle: Yes, opposite sides are parallel. The two opposite sides of a rectangle will never touch.
Rhombus: Think of it as a diamond. You can still view it as a rectangle that has the top shifted over a bit. Therefore, yes, opposite sides are parallel because they will never touch.
Square: Is basically the same as the rectangle. Therefore, the answer is yes, opposite sides of squares are parallel.
Parallelogram: The definition of a parallelogram, like in its name, is a four-sided figure with opposite sides parallel. Therefore, yes, parallelograms have opposites sides that are parallel.
Therefore, the answer is all four of them.