Here are the numbered directorates, as of the 1980s:

• First Chief Directorate: foreign intelligence
• Second Chief Directorate: counterintelligence and internal security
• Third Chief Directorate: military counterintelligence
• Fourth Directorate: transport
• Fifth Chief Directorate: censorship and internal security
• Sixth Directorate: economic counterintelligence
• Seventh Directorate: surveillance
• Eighth Chief Directorate: communications and cryptography
• Ninth Directorate: Security Troops
• Tenth Department: archives
• 11th: N/A
• Twelfth Department: wiretapping
• 13th: N/A
• 14th: N/A
• Fifteenth Directorate: security of government installations
• Sixteenth Directorate: SIGINT/COMINT

The KGB used a hierarchical nomenclature: Chief Directorates were senior to Directorates, and Directorates were senior to Departments. Departments and Directorates could be standalone divisions, or they could be component parts of one of the Chief Directorates. The First Chief Directorate was a complex, multifaceted organisation in its own right. Additionally, the Border Guards were ranked as a Chief Directorate, but were not assigned a number.

Missing directorate numbers are possibly the result of internal mergers or reorganisations, but they're also by-products of the truly arcane internal organisational logic of the KGB — itself a legacy of the fact that Soviet intelligence was repeatedly and extensively reorganised prior to the creation of the KGB in 1954:

• Cheka (1917-22)
• GPU (1922-23)
• OGPU (1923-34)
• GUGB (1934-41)
• NKGB (1941)
• GUGB/NKVD (1941-43)
• NKGB/SMERSH (1943-46)
• MGB (1946-54) and KI (1947-51)

Sources:

Christopher Andrew & Vasili Mitrokhin, The Sword and the Shield

Christopher Andrew & Oleg Gordievsky, KGB

Jonathan Haslam, Near and Distant Neighbours

Edit: formatting