While Archie Comics' Teenage Mutant Ninja Turtles Adventures was originally meant to be a Recursive Adaptation of the original cartoon, it eventually featured a good dozen original characters. The most prominent were allies Ninjara, Oyuki Mamishi, Ray Fillet, Jagwar, Dreadmon, and Cudley the Cowlick; and villains Armaggon, Verminator X, Null, and Maligna.
In Marvel Comics' The Mighty Thor, the Warriors Three and Enchantress were created by Jack Kirby and Stan Lee and are not based on or inspired by any Aesir god from Norse Mythology. Lorelei also doesn't have a counterpart in Norse myths, but she was based on a siren-like being from Germanic popular culture.
Sonic the Comic (alternately known as Fleetway Sonic) contained many canon foreigners, based on the various critters released from Badniks in the first Sonic game, such as Johnny Lightfoot (a rabbit) and Porker Lewis (a pig). It also included squirrel turned invincible Badnik "Shortfuse the Cybernik", Amy's close friend Tekno the Canary, Ebony the cat, and a whole legion of Mecha-Mooks known as "Troopers" amongst many other canon foreigners.
The Mega Man (Archie Comics) series also introduced a few new characters, including Dr. Lalinde and her creation Quake Woman.
Campion Bond of The League of Extraordinary Gentlemen. When every other character, no matter how background or minor, is taken from a work of Victorian literature, it is a shock to find a main character that's completely original (although an ancestor of James Bond). Other Canon Foreigners are ancestors of other fictional characters, like the ancestor of The Dude who makes a brief appearance in The New Traveler's Almanac. More prominently, William Sampson, the League's cabbie, is the father of the Wolf of Kabul, from The Hotspur.
Originally the creators of The X-Files comics were told they could not use the character of the Cigarette Smoking Man so they created a mysterious blonde woman to fill his role. Later the producers changed their minds and the comics were allowed to use CSM and the mysterious blonde quietly vanished. It is unlikely she will ever appear in any other X-Files adaptation.
The comic book tie-ins to Batman: The Animated Series had a few original villains who never appeared in the show, such as Mr. Nice and the Japanese assassin Kit Nozawa (though the former did eventually show up in a few issues of Robin).
The comic books made to tie-in to Justice League had a few as well, the most notable probably being the teen superheroine All-Star.
The Star Trek comics produced by DC in The '80s featured a plethora of original characters, until Paramount exerted greater creative control over the series. This resulted in the cancellation of the first volume after issue 56, a new series launching after the debut of Star Trek V: The Final Frontier, and the characters created by Mike W. Barr and his successors on the first series (including the final writer of the first series, Peter David), as well as the Star Trek: The Animated Series characters, to be banned from use in the new series.
Peter David attempted to add his own original characters, such as protocol officer R.J. Blaise, security officer Fouton, navigator Kathy Li, and a recurring villain, the Salla. Paramount (and Richard Arnold in particular) wasn't happy with anything taking focus away from the original cast, even though these characters existed primarily to play off of that cast (Blaise and the Salla for Kirk, Fouton for Chekov, and Li for Sulu), and Arnold ordered these characters removed by the end of the "Trial of James T. Kirk" arc. David, frustrated over his scripts getting rejected by Arnold, submitted a particularly violent story under the pen name Robert Bruce Banner, which was accepted. Concluding that his issues with Arnold had become personal, David quit the series following the "Return of the Worthy" arc, on which he collaborated with Bill Mumy; the "Banner" story would get published (under David's name) a few issues later. David did get to write a few more DC Star Trek issues (notably, the TNG portion of The Modala Imperative, and a Star Trek Special that allowed him to give R.J. Blaise a proper send-off).
Peter David himself has managed to bring some of the first-series characters back in his Expanded Universe novels. Star Trek: The Animated Series was, for a time, considered non-canon, but that did not stop David from integrating M'Ress and Arex into crews in his Star Trek: New Frontier novels. The same series reintroduced comics-only character Nancy Bryce, who reflected upon her memory of fellow canon exile Bearclaw. The third member of their Lower Decks team of three, Klingon refugee and acting ensign Konom, however, is likely exiled forever, given that Star Trek: The Next Generation established Worf as the first Klingon to become a Starfleet Officer.note Though it theoretically could be done if emphasis was placed on Konom's status as a provisional officer who never went through the Academy.
As with Star Trek, the Star Wars comics added dozens if not hundreds of new characters. Two of them — Aayla Secura and Quinlan Vos (mentioned but not shown) — actually made it to Canon Immigrant status.
In the late 1980s, DC Comics did a Doc Savage series that centres around Doc being moved through time to the present day. The series included Doc's grandson and a team of new aides Doc assembled (as his original aides were now all old men). While interesting, these characters are unlikely to appear in any other version of the Doc Savage saga.
In an odd bit of a Recursive Adaptation, the official tie-in comic for the Young Justice animated series added three more members to the Flying Graysons, the family of acrobats Dick Grayson belonged to before becoming Robin. While the Flying Grayson troupe from the comics consisted of Dick and his parents, the Young Justice comic introduced Richard, Karla and John Grayson, Dick's uncle, aunt and cousin respectively. This may have been an attempt to explain why Dick had no family to take him in; Word of God also says that having an uncle named "Rick" was to help explain why any modern kid would go by "Dick".
The story of a one-shot comic taking place after the original Toy Story revolved around Speck, the puppy Andy got at the end of the movie. This was written years before Toy Story 2, which introduced his canon equivalent, Buster.
In DA's Darkwing Duck comics, there was a popular recurring villain named Fluffy, a super-intelligent housecat with a robotic suit of armor, who never appeared in the official canon.
All of the various eras of Doctor Who Expanded Universe comics have created various original regular companions, beginning with John and Gillian, the Doctor's other grandchildren from the TV Comics strip in the 1960s. Doctor Who Magazine comics had Sharon (companion to the Fourth Doctor and the first non-white companion in any medium), Sir Justin and Angus "Gus" Goodman (companions to the Fifth Doctor) Frobisher (long-running companion to the Sixth, and briefly, Seventh Doctors), Izzy, Fey, Kroton (a rogue Cyberman) and Destrii (companions to the Eighth Doctor) and the Tenth Doctor has Majenta Pryce. The Doctor Who (IDW) comics gave original companions to the Tenth Doctor and the subsequent Doctor Who (Titan) comics have original companions for the Eighth, Tenth, Eleventh, and Twelfth. The comic in Doctor Who Adventures has Heather McCrimmon and Wolfgang Ryter as companions to the Tenth Doctor.
As well as companions, the DWM strip featured other recurring characters such as Max Edison and Colonel Muriel Frost. The latter might be a Canon Immigrant as "Major Frost" in "Aliens of London", in which case she's dead. A couple of the DWM recurring characters have also appeared in Big Finish audio dramas.
In the early 90s, Nintendo Power published a series of comic adaptations of whatever game Nintendo was hyping during the year. They published Super Mario Adventures (loosely based on Super Mario World) and The Legend of Zelda: A Link to the Past in 1992, Star Fox in 1993, and Super Metroid in 1994. Each comic took liberties with their source material by introducing new characters such as Floyd the salesman in Super Mario, Roam the archer in Zelda (who is incidentally an expy of "Jet Link" from Cyborg 009), Fara Phoenix in Star Fox, and Armstrong Houston in Super Metroid.
Marvel loved to do this in the 1980s with their adaptations from other media. They seemed to enjoy introducing relatives to certain characters; fathers, sons, and brothers, ESPECIALLY brothers! In Dino-Riders, Questar's brother pops up at the end of the 1st issue.
Various Transformers comic lines have loads of this, introducing original Transformers, like Primus, Scrounge and Jhiaxus that never were in the toylines before. And with the... eagerness Transformers fans display, many of these characters reach Canon Immigrant status, earning their own toylines.
Ninja Turtles again: IDW's Teenage Mutant Ninja Turtles book, while focusing mostly on characters brought in from other TMNT incarnations, has also introduced a handful of new characters of its own, such as cat mutant Old Hob, who was mutated at the same time as the turtles; and Alopex, a mutant arctic fox.
DC Comics' The Powerpuff Girls book introduced the Powerpunk Girls, who are popular in fan fiction. This one is rather debatable, since they were meant to show up in the TV series. But due to over-blowing their budget, the creators weren't able to make the episode and gave it to DC for a 50th issue anniversary special.
Later in the series, the Micro-Puffs were introduced. These were sprite avatars of the girls who show up from their own dimension just to give the girls a hard time.
Street Fighter (Malibu Comics) had Nida, a woman who blames Ryu for her father's death. If the comic had continued it would have turned out to have been an evil clone created by M. Bison.
If The Smurfs comic books are considered the official canon (and they most likely are in Europe), then the American-produced cartoon show and film series have characters that are considered foreigners to it, which also include the human allies of the Smurfs as well as the villains created by Hanna-Barbera and Sony Pictures. For the Smurf characters of all three continuities to be present together, they would have to appear in Merchandise-Driven stories such as the Smurfs Village game app for the Apple iPad and Android.
When Marvel Comics had the license to publish Godzilla comics back in the 1970s, they didn't have the rights to any of Toho's other monsters, so writer Doug Moench had to invent new antagonists for Godzilla (apart from also having him spar with Marvel's established super-heroes, naturally). These included the ape-man Yetrigar, the monster-making mad scientist Dr. Demonicus, the alien Megans, and the giant robot Red Ronin — all of whom are still part of Marvel continuity and have reappeared sporadically over the years (with Demonicus showing up to menace Iron Man and the West Coast Avengers). Heck, the Megans even got their own action figure in the 1990s Silver Surfer: The Animated Series tie-in line.
When Dark Horse Comics picked up the rights in the 1980s, they followed in Marvel's footsteps by creating new opponents for Godzilla. Some monsters are a clear Captain Ersatz of a classic Toho monster, like Cybersaur (Mechagodzilla) and Soran (Rodan), but others are entirely original, like Bagorah and Burtannus.
Shinomura in the Godzilla (2014) tie-in comic Godzilla: Awakening, much like the MUTOs in the film itself.
When IDW Publishing obtained the rights to Godzilla, unlike Marvel and Dark Horse they also managed to get permission to use a sizable number of other Toho monsters, allowing them to generally avert this trope. However, Godzilla: Rulers of Earth has the Devonians and the Cryog, two non-Toho related alien species while Trilopod appears as their first non-Toho Kaiju.
Marvel's WCW comic introduces wrestlers Big Barney, Crusher "The Ghoul" Craig, Feral Fred, Jersey Jerry, Mangy Matt, Punch Fresh, Yukon Pete, Zoltan the Magnificent, and in the 1993 annual, a wrestling robot weak to Sting's Scorpion Deathlock.
The finale featured a new herald of Galactus named Plasma.
The first Captain America issue after the change from Rob Liefeld to Wildstorm also introduced two characters named Colonel von Wagner and Iron Valkyrie into Reborn!Cap's World War II backstory.
Iron Man's backstory involved a character named Connor "Rebel" O'Reilly, who was a friend of Tony's and the first wearer of what'd become the Iron Man armor.
In Future Quest, The Impossibles have a woman as the fourth member of their team, whereas the original cartoon just had an all-male trio.
The Ultraverse introduces the seventh Infinity Gem, the Ego Gem.
In Rainbow Brite, Willow and her family aren't from the show.
In the comic book tie-ins (one produced in 2015 and one in 2016) to the animated Ultimate Spider-Man cartoon, zero relation to Ultimate Marvel, a few characters appeared exclusively to the series.
In the 2015 story-line Rival Schools, The Maggia, an criminal organization, found out about SHIELD's young trainees program, they decided to come up with their own version to counteract them. The ones the team fight against in the story is their own The Psycho Rangers, consisting of Arachnikid, Black Rabbit, Skull Punch, Overcharge, and Dark Matter.
An X-Men tie-in comic introduces the Silver Samurai, who ended up being unrelated to the Silver Samurai in The Wolverine.
The IDW PublishingGoBots miniseries features most of the human characters from the Hanna-Barbera cartoon (Nick Burns, Matt Hunter, A.J. Foster and Dr. Zebediah Braxis), but features one who didn't appear in the cartoon and was created for the comic (T. Coriander Banks, who owns the GoBot Stretch and ends up indirectly responsible for the GoBot uprising because of his desire to reprogram GoBots to be more violent so he could have them engage in fighting for entertainment).
, who reflected upon her memory of fellow canon exile Bearclaw