Yep, dodge works with hell baron, hell knight, cacodemon, imp, former human, commandos, captains, and mancubi projectiles (though they fire a spread of rockets that is incredibly difficult to dodge). Many of these projectiles have splash damage, which dodge does not protect against, so be careful.
Dodgemaster is a bit different than straight up dodge — if you move and then immediately, say, four projectiles are shot at you afterward, the guaranteed dodge only works on the first (and only if you angled the sidestep correctly). So you'd then have 3 more chances to be hit. But your normal dodge chance will still work against those. Note that dodge chance is completely separate from movement speed. (It just doesn't show up on your character info screen.)
Arch-Vile blasts can be 'dodged,' but it's actually a matter of how fast you move. Their attacks are targeted at you, but you have a little time to move out of the way. You'll probably get hit unless you're very fast.