The closest translation I can find so far is
Aufgabenliste which is more literally "Task List".
Is there a more commonly used, native way to express the common english phrase "To do list" when using it as a heading or label of such a list?
I do not know what the difference between a task list and a to-do list is, but you can use:
In addition to John Smithers' answer, this is another term I've heard being used:
I'd say there is a minor difference concerning the connotation: