Waluigi started out as a character solely to mirror Mario & Wario's rivalry by giving Luigi an enemy and completely lacking a personality beyond being overconfident and narcissistic. Since then, Waluigi has steadily increased in popularity over the years, even earning himself an appearance in Super Smash Bros. Brawl as an Assist Trophy. The biggest reason he's so popular is thanks to Brawl in the Family, where the fans of the series were able to see Waluigi in a different (crazier and funnier) look. He also became more of a mischievous trickster with some bits of Tragic Villain and Butt Monkey as more games came out, giving him an overall better characterization other than just being a "rival to Luigi", got awesome music and stages to his name (particularly Waluigi Pinball in Mario Kart DS), and got more hilarious animations and roles in the games he appeared in. All of this with the Mario series constantly pulling in new fans who didn't have to deal with his early Scrappy moments, have been responsible for his more positive reception, even if he still is a Base Breaker.
Rosalina is very popular among the fans of the series, mainly thanks to her being one of the only, if not the only female in the main series that is not a Damsel in Distress and has more character and personality to her. Since her debut, she has appeared in several spin-off titles, was an unlockable character in Super Mario 3D World, and even became playable in Super Smash Bros., possibly the highest honor for any Nintendo character.
In addition to being one in-universe, Luigi used to be one, and the best example at that. However, Nintendo caught on, and he's now presented as an equal partner to Mario, to the point that The Year of Luigi was celebrated in his honor. He's also been a perfect attendee in Super Smash Bros as an unlockable character in the first three to prominently featuring in the fourth's advertising as a reflection of his huge popularity (The first game even states he's secretly popular in his biography).
No discussion about Mario darkhorses is complete without mention of Fawful, Cackletta's Engrish-spewing sidekick from the Mario & Luigi RPG series. He's gone from Dragon, to Cameo, to... wait for it...Big Bad.
Fans have been begging for Super Mario RPG's Geno to make another appearance anywhere, but he has yet to show up outside his role in the original RPG. He got a cameo in Mario & Luigi, but beyond that, the reason he hasn't appeared is likely due to Squeenix still holding the rights to the character.
Kamek has a huge fanbase, and he's even gotten the distinction of having several appearances of unnamed Magikoopas in other games be considered to be him: a cut playable Magikoopa inMario Kart 64, Yoshi's Safari, Super Mario RPG, Paper Mario: The Thousand-Year Door, Bowser's Inside Story, and an official trading card◊ even confirms his appearance in Super Mario Galaxy.
Diddy would then have the same thing happen to him because his co-star Dixie, along with being a girl, could use her hair to make jumps easier. Dixie was so popular that many were upset that she didn't appear in DK64 and welcomed her return in Donkey Kong Country: Tropical Freeze ..
DK64 gave us Chunky, who is liked more than his younger brother Kiddy from DKC 3 for having a more developedpersonality. There is also Lanky. No doubt because the two provide most of the comedy in game and the DK Rap.
Tiny Kong also counts for those that didn't hate her being an Expy of Dixie and for those that like her teenage appearance in later games.
Since then though, the latest DK Darkhorse seems to be Funky, who has been the 4th character in King of Swing and Jungle Climber and was unlockable alongside Diddy in Mario Kart Wii.
Cranky Kong was always popular thanks to his 4th-wall breaking snarky quips. And then it was announced that he'd be playable in Donkey Kong Country: Tropical Freeze , which many regarded as the best news to come out of VGX in 2013.
Wario was one until he became a Breakout Character and got his ownseries. He's particularly well-liked due to his Awesome Ego and anti-heroic qualities, making him a rare gray character in the Marioverse.
Ashley the Cute Witch from the WarioWare series has only appeared in a few games to date, but she's easily one of the most popular characters in the franchise. As are 9-Volt and 18-Volt. Why? Because their mini games are all based on classic Nintendo franchises. How can anyone not like mini games/microgames based on Super Mario Bros., Zelda and Metroid?