In The Last Angel, the author goes into a lot of details on the setting in answering readers' questions on the forum he posts on.
League of Intergalactic Cosmic Champions falls into this with several characters introductions being deleted off the web, information revealed in other cybersoap boards and author fics giving backstory.
Some of the Red vs. Blue DVDs have character profiles which give information on all of the characters that isn't found in the series, such as backstories, hometowns, and explanations for plotholes. For some characters, this is the only evidence of their full names. For instance, Sister's full name is Kaikaina Grif, Junior's is Blarggity Blarg-Tucker, and Sarge's is Sargeant S. Sarge III.
On Monty Oum's Facebook page, he posts several full models of RWBY characters and their weapons; this is how most of the names of the weapons are revealed, and it's also how Junior's real name (Hei Xiong) and Adam's last name (Taurus) were first revealed.
Plinkett from Red Letter Mediahates this trope and during one of his Star Wars reviews he points out how stupid it is because when watching a movie everything in the movie needs to be explained within the movie, not in countless other pieces of literature and comics.
Confused Matthew has the same opinion. He really didn't care for the number of things in Iron Man 2 that required knoweldge of the Marvel Universe to understand, especially Nick Fury suddenly coming in halfway through the film and the film acting like we're well aware of who he is, after just one brief scene after the credits in the first film. He ended up declaring that he now refuses to see The Avengers just out of spite over this.
The Global Guardians Encyclopedia had tens of thousands of entries, detailing all kinds of fun facts, most of which never made it into any story at all. Examples include how the Las Vegas casinos dealt with superhumans who use their powers to cheat a casino (harshly), when the first flying car was released to for public purchase (1974), to how much it costs to buy a John Deere Iron Man II brand power-assist exoskeleton ($75,000), and pretty much everything in between.
After he finished Fine Structure, the author released supplementary material that didn't fit in (some canonical, some not) and started taking questions.
Survival of the Fittest (and by extension other Play-by-Post Games) can fall into this at times. Some information is only given in character profiles, and not mentioned anywhere else for any number of reasons. At other times, you may have to look through pre-game threads, other characters' plotlines, and sometimes even past versions to fully understand events that go on in the main game.
The Whateley Universe has a wiki that's maybe four or five hundred pages, most of which came from the secret Canon Bible the authors work from, even though it's maintained by fans. It has tons of detail, even on characters we haven't seen yet and secret threats we haven't even had mentioned yet in Canon.
Trinton Chronicles also has a wiki page which is mostly kept by the author's, there is no known Canon Bible par-say but there is a web page, a wiki page, and secret documents maintained by the creator.
The official website for The Mercury Men provides tons of supplementary material, including blueprints, digital props, and faux-1960’s trading cards.
Elcenia has two indices, one for setting and one for characters. There's nothing you need, per se, but it does clarify or teach not-fully necessary bits of the background, and help keep everything else straight if one forgets.
In Fairies of Notting Cove an extra seventh chapter was released alongside the final chapter. It contained mostly meaningless details with some things that couldn't be written in.
MSF High Forum: Besides the same issues with MSF High proper, many characters have extensive backgrounds written up, or plotted up, that simply have not been publicly released. In addition, a few times, private roleplays have been used to save time on certain actions between NPCS...and these roleplays have not been released.
And then there's how Michelle got turned into a catgirl...
The Noob webseries uses novels and a comic to tell about story elements that can't be put onscreen. While each media is supposed to be self-sufficient while focusing on different parts of the story, some important info ends up being present (or at least made clear rather than implied) in only one of the three formats.
Since some of the dialogue in Dusk's Dawn is unintelligible, most people wouldn't know what Iridescence's name is, or that the yellow pony's last name is De Noir. The former's shown on the website banner.