Most chips offer 2kV HBM ESD protection. This is a far cry from the 15kV often seen on a dry day from people shuffling past: over 50 times more energy!
Some chips go above and beyond to offer good ESD protection. Many bus interface devices offer this: RS-232, RS-422/485, CAN, etc.
Some can't, by their nature: USB Full Speed communication is basically logic level, and easily protected, but High Speed requires low losses at high frequency, which limits how big of a diode (due to capacitance) you can connect to it.
There are solutions for these applications too, but they get more and more iffy as bandwidth and capability get stretched. A TVS diode for protecting USB HS (which is really a couple very small clamp diodes, and one large zener diode) might survive ten strikes at full voltage, but not a hundred, or a million. Whereas the slower comms (like RS-232) can use big fat avalanche diodes straightaway, that will survive not only the biggest ESD you can possibly muster, but EFT (rapid-fire bursts of pulses similar to ESD, at somewhat lower voltage), and surge as well.
Surge, by the way, is mainly related to lightning. Suppose you have a comm signal, unshielded twisted pair, snaking through a wood-frame building. Lightning strikes nearby. The 100kA surge of that lightning induces considerable voltage in nearby wiring, and by "nearby" I mean less than a kilometer from the strike (obviously, being stronger when closer). It also causes voltage drop across the ground (and by ground, I mean planet Earth ground!). Both induce some pretty nasty voltages, in any wire that covers a modest distance without shielding, or connects between distant equipment (that's not grounded in the same place).
Needless to say, extreme steps must be taken to convey high bandwidth signals: Ethernet is the gold standard of EMC design. It is transformer coupled, to prevent problems with ground loop and surge, and differential (with common mode filtering and bypass capacitance) to provide immunity to ambient RF, and ESD and EFT pulses.
Such steps may not be applicable for your application, but the more of these steps you can employ, the better it will be.
Tim