But to be fair, this is due to the comic's slow update rate, as well as Tracy trying to make up for it with supplementary material.
Misfile: If you really want to understand how the Celestial Depository works and the effects of reversing the misfile, and find out just how Tempest has such a cool mountain racetrack you need to have read the "about" section on the website, read the Ask Ash column, and ordered the print books so you could read the liner notes.
Zoophobia: Character sheets and Word of God tend to explain and expand on characters and concepts in the comic.
Supernormal Step has all the main characters' full names, heights, weights, etc. revealed in the author's reference sheets.
The Order of the Stick has a couple of prequel books that explain a few of the more obscure points in the story. The first book, On the Origin of PCs, details what the various characters were doing before they all met, and other details, such as where the name "Order of the Stick" comes from (because there's a stick on the ground). The second prequel book, Start Of Darkness (which is the Trope Namer, incidentally), gives a lot of exposition on the villains of the story, such as why Redcloak despises the paladins so very much, or how they met the Monster in the Darkness.
Haley, Belkar, and the Thieves' Guild retrieving Roy's corpse was saved for the printed collection due to pacing issues. However, the sequence also justifies why Haley seems to murder Crystal in cold blood, which was hotly debated on the forums.
Many Korean Webtoons such as Kubera and Tower of God have author's blogs where a great amount of background information is given to those curious. And fluent in Korean.
Girl Genius has a whole Wiki of its own, as well as the Secret Blueprints (which may or may not be canon but are accepted as 'close enough' by most fans with access to them), several trade paperbacks (the latest issue of which contains a few extra pages that were never published), and The Works - a strategic card game that contains several cards depicting people who haven't been seen yet, and some information about people we have seen that hasn't been confirmed in-comic yet (for example: Klaus's card was one of the first confirming pieces of evidence that he's a construct, although the FAQ and his Wiki article explicitly state it. Then there's the whole business about the Other, whose true identity - while canonically confirmed as Lucrezia Mongfish in the comics - is still widely unknown by the majority of the cast and is still a subject of speculation among fans (possibly because the speculators don't quite want to believe that Lucrezia would actually do something that would kill her own son.) Not to mention that it might be a bit difficult to keep track of just what happened when without that nifty time-line...oh, and the timeline has its own problems at times.
A more minor example is the Island of the Monkey Girls. It's referenced several times in the comic, but there's no indication as to what it really is—just a bar with a weird name.
The identity of Klaus as Zeetha's father, Chump arguably falls under this. It was learned when one fan requested a sketch of Zeetha's father. More or less confirmed by a requested sketch of Klaus dressed as he would have dressed back in Skifander.
The website for Cwynhild's Loom features a great deal of background information on the comic, including maps and a section on Martian timekeeping.
Dan and Mab's Furry Adventures has the Demonology 101 pages, which give details about Furrae and its races (some of which aren't even mentioned in the actual comic). In the Hybrid Genetics 101 pages, the creator's assistant, Fluffy, expresses disdain for giving so much information about stuff who will probably never make to the comic.
Deviant Universe have a lot of character back-stories and information on their character profiles, and some artists may also have other comics featuring their characters outside of the DU.
Inversion: Early on, Erfworld inserts explanatory material from Parson Gotti's website between its conventional story pages. "Parson's Klog" functions identically to the supplemental online sources that other users of this trope provide, giving needed information about the rules of the game-cum-world Parson finds himself trapped in ... except, in this case, it only looks like a separate web source. In short, this time The Manual Is All In There.
Samurai Princess has some smaller info like character ages that are not mentioned in story on the cast page.
Aetheria Epics: A significant amount of background information to the world not mention in the comic proper has been described in the site's forum, simply because the author candidly answers most non-spoiler-y questions posed by fans.
Schlock Mercenary has had several conversations and references to other events which are only explained in extra stories in the print versions of the story. The author has kindly pointed this out.
MSF High has highly detailed background in the library section of its site and on its forums, as well as the RPG rulebooks
While not strictly essential, you'll have a much clearer idea about what is going on in Sailor Sun if you read the supplementary sections of the website. In particular the Fan Fic section which is where the story started.
Among The Chosen has extensive liner notes about the art and universe at the bottom of each page. As well as the FAQs and cast pages, some of which are a little hard to get to.
Harkovast features a large amount of additional maps and background information that has yet to appear in the comic, but is posted on the accompanying forum.
Word of God says that's no longer the backstory, but was more like an early sketch for it.
Emily Martha Sorenson provides a running commentary alongside the strip, which explores character's psyches, the cultures of various races, and some incidents from her own life in any sort of way. A straighter example of this would be the forum, where fans often point out possibilities and she either expands on them,agrees with them, or josses them.
Handsome Fungus makes many references to other members of the Save Tiny Tim site.
The about page for Shadownova shows several characters' full names and other extra details about them. It also reveals several plot points which the actual storyline (It's still fairly new) hasn't addressed yet.
A Tale Of Fiction makes use of one of the characters' laptops as an in-universe depository of lore, maps and other data relevant to the story, as well as another in-universe webcomic and blog. More content is added as the characters restore more of the damaged hard drive or stumble across new websites.
Due to the lack of text in Fite!, most of the characters' names are only on the Cast Page.
El Goonish Shive has a fan made and maintained timeline on a wiki that Dan considers canon and is very useful for keeping track of how much time has passed between events and what day it is in comic due to Web Comic Time. The rest of the wiki is good for keeping track of characters traits right down to their height and eye color which otherwise would require sifting through forum posts and twitter updates.
Quite a bit of dragon culture, history, and anything else related to Dragon City are explained in the "Ask Professor Rachel" segment in which readers ask the mother of the family in the comic about the previously mentioned subjects. Some of these things are touched on later, but most of it is strictly contained in this segment.
The Kevin & Kell =FAQ= answers many questions about the comics, including about a few developments that occurred before the strip began, such as Rudy taking on his mother's last name on her suggestion after his father died.
One of the authors of Comic Shorts has set up a Wiki to keep track of background story details as it gets expanded on. Most of the information on it has yet to be brought up any of the comics.
The history of the Blackridge family (as well as the roots of their feud with the Cunninghams) in TRU-Life Adventures were provided in a posting to the strip's Message Board. Said message did not survive the transition to a different board platform.
Questionable Content author Jeph Jacques has constantly put in bits and pieces about how the AI's in the comic (AnthroPC's, etc.) function, and after 8 years, finally gave a full rundown in the commentary section of this comic.
Adventure Dennis has its final chapter devoted to an "information booklet" that reveals some information about the story and specifically acts like an old game manual.
Maggot Boy has a written version that goes into a lot more detail than the comic. Sketches on the artist's deviantart page also give information on some of the characters before the events of the comic.
Universal Compass has a lot of this in the comments below the webcomic page due to the complexity of the plot.
The website for Our Little Adventure has info on the comic's characters, planar system and cosmology. The notable characters have character sheets that show their stats and abilities. Paying attention to the forum also helps as the author often gives additional information on people, places and things to readers who ask about it.
True Villains has a cast page that explains backgrounds, as well as gives the (very shocking!) ages of the main characters.
In Roommates the artist comments basically count as part of the pages, there are also explanatory journal entries (the Such Stuff... arc had a dedicated FAQ), an author tumbler blog and comment sections / forum where (s)he answers reader questions. Also the closest thing the series has for character bios is the subpage on this very wiki and if you want background... well, you're free to read/watch the source materials.
Shameless: Word of God promises to explain any vague things or things that otherwise aren't delved into in-comic. This includes characters' backstories, as well as extra characters' personalities.
Terra features a decent-size codex explaining various details of setting and backstory not covered in the comic.
While the characters and the most important historical facts are introduced normally in Gaia, the webcomic is accompanied by extra sections giving more detailed information about the setting.
Dragon Ball Multiverse: The official novelization and official fanfictions telling the story of U12, 14, and 16 reveals bits of information unavailable in the main comic. Presumably the most important of them will be revealed later in the main comic or in the specials. Too bad they were only available only in French. Recently though, there has been an attempt at creating an English novelization, and the prologue and several chapters have finally been translated.
morphE has a Tumblr blog full of extra material such as Ask Blogs which flesh out the main characters backstories. Most notably in the main comic Asia is referred to having an abnormal upbringing. A lot of her mannerisms and quirks can be explained through one particular Ask Blog entry which states she was rescued from a cult at an early age and needed to be home schooled because she was unable to integrate into a normal life. Details of Billy's TV show have also been posted there, where in the main comic he just mentions he was on a TV show.
Sire uses vote incentives for those who click the Topwebcomics link. These feature profiles of the characters and have informed of who the Sire/Dam of certain characters are before being revealed in the comic. Some of these profiles are still available on the author's DeviantArt page. The biggest pieces of information given so far are that Johanna is the Mrs. Lovett-Child and that Emile's inherited skill from Jarvert is Improbable Aiming Skills.
White Dark Life is updated rather slowly, but the role plays shared by cartoonist pommyman and good friend Luigifan actually reveal some information on certain characters.
The author of Sunset Grill has a whole page dedicated to World Building filled with notes about the history, city and culture from the comics and the FAQ page fills in a lot of gaps.
Coga Nito has a Tumblr, which mostly features additional doodles and character bios at the end of each chapter, which also provide setting information regards The Corpse and Pieces. The author will also use the page comments to ramble about extraneous details from time to time.
Schtein in String Theory had a formspring account (now inactive), where he discussed a lot of his past weeks before it was really talked about in the main comic.
Waterworks has information not revealed in the comic on the author's blog.