First of all, lets look at that word "poisonous". Although we use this word loosly in the US, it really means "poisonous when eaten". I imagine you are really asking, are octopuses "venomous". That is, do they have venom that they can somehow inject into another animal, paralyzing or killing it?
The answer is this: all octopuses are venomous. Their saliva contains a mixture of strong neurotoxins (venom) used to immobilize their prey. They use their beak and/or tongue to make a wound into which the toxic saliva can be squirted.
The amount and type of toxins in the saliva varies. The most venomous we know of are the Blue-ringed octopuses, found around Australia and the eastern Indo-Pacific. These have bacteria in their salivary glands that produce a powerful nerve toxin, tetrodotoxin (TTX). This toxin paralyzes the victim, who remains conscious but loses control of voluntary muscles and will die from lack of oxygen if not given respiratory support. Several human deaths have been attributed to bites from this small, attractive octopus, and there have been many near fatalities.
It is hard to determine the toxicity of the many other octopuses, because they don't tend to bite humans or because we haven't had much contact with them. Among those people keeping small octopuses as pets, I was unable to find a single example of anyone being bitten. Dr. Roy Caldwell mentioned that whenever he'd been bitten, it was purely defensive on the part of the octopus. Usually it has occurred in the field while trying to capture an animal or in the lab trying to catch an escapee. (including one that got lose on an airplane!)
I asked him to comment on other especially toxic octopuses, and he replied that the only other octopuses he knows of that cause problems for humans are the Pacific Red octopus, O. rubescens (bite causes something like a bee sting), and O. mototi, which the natives of Rapa say are poisonous.
There is also some speculation about the Wunderpus and Mimic octopuses, which because of their coloring and the fact that they move about openly by day, suggest they have the protection of being poisonous or venomous, but we don't know whether this is true.
You might be interested in reading the following article by Dr. Caldwell:Death in a Pretty Package: The Blue-Ringed Octopuses
Thanks to Dr. Roy Caldwell and Colin Dunlop for providing information for this reply.