I would like to know if we could fetch the Tangle to find every addresses with non-zero balances, or if there is already an existing list of all non-zero addresses?
When a snapshot is done, all non-zero adresses are published with their balance.
Latest snapshot can be found here : https://gist.github.com/paulhandy/74fd70aa1156a7a152da1845358aed5f
This data is of course outdated (22.09.2017).
Otherwise, to get up-to-date data, you can setup a fullnode , make sure that it is properly sync, and extract this information from the DB.