A character has a mysterious past which is hinted at but never fully revealed.
This trope provides the writers with enormous freedom to have previously unknown (to the viewer and possibly also the character) relationships to other characters, special skills, prior histories with the Big Bad, knowledge of prophecies or the future itself, a MacGuffin, or other examples of Ass Pull as needed. In effect, since nothing is known, anything can be true. This is limited to such elements as can reasonably be fit into the time period. A thirty-five-year-old can't have sixty years' past (unless they're Really 700 Years Old but that is only an option in fantasy or science fiction). Failure to submit to this limit results in an Expansion Pack Past.
A character can have a partially mysterious past as well; for instance, Character A was Character B's childhood friend, but when they meet up A has KGB agents on their tail and the ability to fire guitars from their eyes.
Often a Former Teen Rebel's old rebellion will be part of their mysterious past. Any dark deeds done in this period are part of a Dark and Troubled Past.
A Noodle Incident or ten might have happened in such a Past.
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Anime and Manga
In Noir, Kirika defines the trope nicely, although Mirielle has elements of her own past mysterious to her as well; although hers are more or less revealed in time, Kirika's past is basically left unexplained save for fragments.
Vash, from Trigun, has this for most of the anime and around a third of the manga; all we known about him is that Rem found him in space.
A lot of people in Excel♥Saga have pasts that are not elaborated on. According to Dr. Kabapu Il Palazzo and him are the sole survivors of a lost civilization, but nothing has ever been explained in detail. Hyatt and Elgala might have had normal lives before joining ACROSS, but the only thing mentioned about their lives is that Hyatt joined ACROSS after seeing an ad in a newspaper, and Elgala worked at a hotel before joining ACROSS. The title character Excel might have been a completely different person before meeting Il Palazzo, based on her personality when she was amnesiac. And nothing has been revealed about Kabapu's secretary Ms. Momochi, even though she is always seen with Kabapu and interacts regularly with the rest of the cast.
In the earlier days of the Tsubasa fandom, Fay's past was one of the things in the series most often speculated on by Fan Fiction writers. Everybody knew something bad had to have happened, for him to be the wayhe was, but nobody knew what. CLAMP held out on it for about twenty volumes, and of course when it finally did come out it was worse thananyone had imagined.
Played with in regards to the main character Syaoran, who at first appears to have nothing to hide, but as the series goes on, hints are dropped that not all is as it seems with his history (namely, he was apparently found on the streets, at a young age, by his foster father, and has no memory prior to that). Then the REAL Syaoran shows up and things get complicated.He becomes the main character, but we never find out what HIS story is until near the end of the manga, and that just makes things confusing.
Cowboy Bebop with the entire team. Jet is fairly straightforward but still doesn't reveal everything. Faye at doesn't remember her past at all, but then learns. All we know about Ein is that he's a "data dog" (We never learn what that is), and Spike and Ed we are told frustratingly nothing about, even though we meet Ed's father and Spike's past is the Myth Arc of the show! With Spike, we're just given mostly vague allusions to his past in the Red Dragon Syndicate, with the only hard facts revealed being the identities of his mentor, his ex-girlfriend and his partner-turned-archenemy. Everything beyond that is just flashbacks without context (or dialogue).
Asuna, from Mahou Sensei Negima!. Throughout the series clues and facts are dropped like breadcrumbs, each one redefining her as a character and the entire manga's story as a whole, but even now, with a very, very general outline, we're still mostly in the dark about it. Whatever it was, it was bad enough that she needed to erase all memory of it before she could be normal, and those memories are so dark that their unlocking created a Split Personality... and left her comatose for a week.
Agito of Magical Girl Lyrical Nanoha, a Unison Device from Ancient Belka who had been smacked with a case of amnesia. What little she does remember has fueled a good amount of fan discussion, especially after the Sound Stage that featured her story dropped not so subtle hints that Signum was her original master, implying that the Wolkenritter themselves are not just ordinary living programs but have a Mysterious Past of heir own.
Amatsuki utilises this in magnificent fashion as part of its Jigsaw Puzzle Plot, and the more that is actually revealed about past events, the more confusing things become. What happened to Toki's dead childhood mentor? What connection does Chitose have to them and to the science project that may/may not be responsible for time travel? What caused Lily's brain damage and the fire that killed her mother? What is Susutake's connection to the demons? Why did Sensai Midori disappear? Why did Kanzou split from Kuchiha? How does Bonten know the man with the IV drip? Who did Tsuyukusa kill and why was he separated from his tree? Who was Utsubushi originally? What made Yakou kidnap humans and trap them in the past? And what the hell has Kon got to do with all of this? Since when was he a hacker? Does he even have a family?
Interestingly, while the two characters from the modern world (Toki and Kon) have very mysterious pasts, most minor characters' backstories have been explained.
Bleach has Loads and Loads of Characters and almost as many mysterious pasts, such the strange gaps in Rukia's personal history (and possibly memory) during her time in the Rukongai. The most plot-triggering Mysterious Past is the origin of the mutually self-loathing friendship between Ryuuken Ishida and Isshin Kurosaki (the fathers of protagonists Ichigo Kurosaki and Uryuu Ishida) and their connection to Kisuke Urahara, which was implied early on be directly connected to their relationships with their sons. The little known about them suggested parallel pasts, with both men having missingwives. Even in the Final Arc, the truth about Isshin and Ryuuken and about their sons' shared family history is slow to unfold as it turns out to be the driving force behind the entire main storyline. And there's still a major chunk of Ryuuken's backstory unaccounted-for.
Black Butler: While none of the characters backstories are ever elaborated on, Sebastian is the most mysterious character of them all. Little is known about him other then he is a demon, not even his true name or form (though certain aspects of the later is shown, such as the fact that he wears high heels as a demon). The anime gives a few tidbits: He met a Egyptian pharaoh, he spread a famous, major, and real life plague more then a 100 years prior to the events of the series, and he probably is of the Fallen Angel variety of demon because a crapload of feathers swirl around him like a twister in his true form.
Macross 7: We know very little about Nekki Basara from before he was taken in by Ray as a teenager and started Fire Bomber. Lampshaded in one of the Encore episodes, where a reporter tries very hard to uncover this past, and gets basically nowhere. She did manage to track down his original hometown, but even then, only one inhabitant remembers the young Basara, and knows nothing about his parents and origins.
Soul Eater: Many of the characters' pasts are never elaborated. For instance, almost nothing is known about withches; how they are born, how they are raised, how they use and learn magic, and what most of them spend their time doing is a total mystery. Free also counts—It's a complete mystery how he managed to steal Mabaa's eye, or how he attained immortality. The Eight Powerful Warriors, too, are enigmas; after Asura's betrayal, three were eaten by Asura and the remaining five, with the exception of Shinigami, became hermits. Nothing is ever revealed about their past beyond their history as witch-hunters, and, strangely, both Shinigami (if there is, in fact, anything under his cloak) and Eibon keep themselves covered at all times.
The Marvel Universe has Wolverine, aka Logan, aka James Howlett (thanks to suddenly regained memories). Rogue also qualified as having something of a Mysterious Past until her background and given name were finally revealed, rather anti-climactically, in her now-cancelled ongoing series, more than twenty years of realtime after her debut.
Ramona Flowers from Scott Pilgrim is often very reluctant to share facts of her past with her boyfriend. The little we do learn is through rumour and so very suspect. Author of the series Bryan Lee O'Malley gave Mary Elizabeth Winstead (who played Ramona in the film), along with some of the other actors, a sheet listing 10 facts of Ramona's past, but even he said that these need not necessarily be true.
Indigo-1 from the Green Lantern series. Apparently Abin Sur had left a big impression on her and her tribe, but all we've known about her past so far is that she was violent and self-centered and had to be incarcerated by Sur, and her real name is Iroque. It's eventually revealed that she was Abin Sur's greatest enemy, and murdered his daughter. Altough the whole Indigo Corps works on Heel-Face Brainwashing, she truly regretted and felt sorry about her crimes even when the brainwashing was temporarily undone.
The main character of Johnny the Homicidal Maniac is an enigma. The only thing about his past that was revealed is that his parents were killed by an evil man.
This is parodied in Squee where one absurdly muscular super hero constantly brags about his "mysterious past and shit".
Diabolik's history is mostly known: saved from a shipwreck when he was still a toddler and raised on an island of criminals until he realized that King, the boss and his adopted father, was about to kill him to be the only one knowing the secret of Latex Perfection, at which point he struck first and ran away with his treasure. Also, once in a while an issue reveals something of what he did between escaping from King's Island and the first issue. But two thing always remain secret, even to Diabolik himself: his true identity, and what he was doing on that ship. King and The Dragon Prof (who went on his own way when Diabolik was still too young to remember him) knew, but King, as already said, was killed by Diabolik before he could decide to tell him, and Prof, captured by Diabolik for a completely unrelated reason, was killed by Diabolik for being a human trafficker before he could even tell him who he was.
Parodied with Chance the Gardener in Being There. In the novel, it's explained that he was the offspring of a mentally damaged woman who suffered Death by Childbirth. It is strongly suggested that the wealthy "Old Man" who raised him and told him this is the father, a possibility also raised in the film adaptation though the mother's backstory is not brought up. In any case, Chance is not allowed to leave the house (in the book, he was told that he would wind up institutionalized if he did) and only does so when forced out by the Old Man's death. When the FBI and CIA investigate "Chauncey Gardiner", as the world accidentally comes to know him, no trace of him can be found (birth certificate, driver's license, etc. - all of which Chance likely never had anyway), leaving his past completely mysterious to all but a few.
Ted from Burn After Reading is shown to have once been a European Orthodox priest, before getting the job as the manager of... "Hardbodies". How does this happen and why? We may never know.
Rick Blaine in Casablanca. For all that is revealed, we still don't know why (and exactly when) he left America or why he can't return.
Rick's past was such a mystery, even the writers didn't know. They spent a lot of time trying to come up with something appropriately cool; they failed. One finally suggested 'unpaid parking tickets.' That was the point when they gave up and left it vague.
This trope was gleefully subverted in the Grindhouse film Planet Terror. Bad Ass El Wray's Mysterious Past is ultimately revealed, earning him the instant respect and trust of the formerly suspicious Sheriff. Unfortunately, this revelation is made in the never-actually-filmed 'missing reel'.
Both great masters of the Force from Star Wars, Yoda and Sidious are given little background on their origins. Nothing is revealed in the film continuity about Sidious's origins other than him being Palpatine: what little is commonly "known" is in fact only implied by the film and never confirmed. Indeed, it' believed that there's a ban on Expanded Universe authors detailing either's backstory as a novel about Sidious's Master, Darth Plagueis was cancelled for this reason). It was eventually Un-Cancelled, and revealed a lot of Sidious's backstory...but still left plenty that's ambiguous. Meanwhile, Yoda's past remains so mysterious that even his species remains unidentified, for reason apparently known only to George Lucas.
The Stunt Man. It isn't made clear why Cameron is running from the police in the first place.
A Series of Unfortunate Events uses this trope. Nearly every character has a mysterious past, and none are ever fully revealed. For example, Esme reveals that Beatrice stole the sugar bowl, but Lemony later states that he was involved too. Just HOW he was involved, we do not know.
Sherlock Holmes at least partially fits this trope, given that Watson comments more than once in the stories about how he knows virtually nothing of Holmes's past. All that is eventually revealed is that he's distantly related to a bunch of French painters, he attended university somewhere, he's descended from country squires, and he has an older brother who's even cleverer than he is.
The titular assassin in The Day of the Jackal. Although referred to throughout the book as "the Englishman" and eventually assumed to be former arms dealer Charles Calthrop, we eventually discover Calthrop is a completely different person and we've no way of knowing if the Jackal was even English.
Amusingly lampshaded in The War Against the Chtorr novel "A Matter for Men" by David Gerrold, when the protagonist first meets his Global Ethics teacher.
The instructor was somebody named Whitlaw. Nobody knew much about him. It was his first semester here. We'd heard some rumors though - that he'd once punched a kid for mouthing off and broken his jaw. That he couldn't be fired. That he'd seen active duty in Pakistan, and still had the ears of the men and women he'd killed. That he was still involved in some super-secret operation and this teaching job was just a cover. And so on.
The first time I saw him, I believed it all.
"Bish" Ware, the town drunk in H. Beam Piper's Four-Day Planet. It's short for "bishop," because people think he looks like the stereotype. He's actually one of The Federation's best secret agents, hunting down a particularly vile criminal.
A lot of people ... still believed that, and they blamed him on every denomination from Anglicans to Zen Buddhists, not even missing the Satanists, and there were all sorts of theories about what he'd done to get excommunicated, the mildest of which was that somewhere there was a cathedral standing unfinished because he'd hypered out with the building fund.
Very little is known about the past of Ciaphas Cain before he began attending the Schola Progenium. He claims to be from a hive world, that his parents served in a Guard regiment before being killed in a battle against some kroot, and that his great-grandfather hunted bounties (and sometimes had bounties on his own head). However, Amberley, his sometimes lover and posthumous editor, has noted that there is absolutely no documentation substantiating any of that, that some of the events described are implausible when not impossible, and that Cain tended to edit his background story to appeal to his target audience on the rare occasions that he talked about it at all. The only part of that list of facts that is likely to be true is the bit about being a hive worlder, and even then, Amberley never figured out Cain's exact world of origin.
Harry Dresden, of The Dresden Files, has shades of this, mostly tied up in who his mother was.
Codex Alera has OcTavian of Calderon. Why is he the only Aleran who can't furycraft? Who was his dad? Why is he a genius in a world of magical thugs and monsters? Protip: when a boy from the woods saves the day in the first book of a Fantasy series, he tends to be more than he appears.
In Edgar Rice Burroughs's The Monster Men, Bulan's past to Virginia. Once Sing reveals that he was in fact a shipwreck victim, to him as well, because of Easy Amnesia. Virginia rejects the notion he may be a criminal, but is deeply troubled by the possibility of his being married.
Rock, Midnight and Sol from Warrior Cats. Sol's past was revealed in an Expanded Universe manga, but there are hints that he's lying through his teeth.
In Devon Monk's Allie Beckstrom novel Magic to the Bone, Zayvion reveals very little of his. It's one reason why Allie suspects him untrustworthy.
In The Elves and the Otterskin by Elizabeth H. Boyer, there's Eilifer. Ivarr is forced to help a group of outcast elves. The elves are supposed to be incompetent both as warriors and mages but gradually develop competency as the story develops. However, it's very strongly hinted that Eilifer's been lying about his competence level from the beginning and is, in fact, both extremely powerful and extremely reluctant to use his power. Why, is never revealed leaving Eilifer an unsolved mystery even at the end of the story. Lampshaded by several characters throughout the story, including a hint that this alleged outcast is connected to the elven king himself when he ambushes three evil witches by letting them turn him into a horse for hag-riding rather than their usual Designated Victim.
Nidbjorg: "What did you do different, Thorvor? He's not the same colour. This time he's grey."
Leslie Charteris kept The Saint as an exemplar of this throughout the author's life. "The Saint in Pursuit", published after more than 40 years of adventures, has a minor character tell Simon Templar, "I haven't been completely briefed on your background." "Nobody has," Simon replies.
In George MacDonald Fraser's Mr American, the very proper and reserved title character admits to having been a cowboy and a prospector before he struck it lucky and made his millions. What he won't tell anyone is that he was also a member of Butch Cassidy and the Sundance Kid's gang and killed a man in a duel.
Adventure Hunters: Regina and Lisa have brief backstories but Artorius is a blank. All that is revealed is that he used to be a paladin and was branded with the Sigil of Disgrace at some point in the past.
In Julie Kagawa's The Iron King, Puck and Ash have a history, as Meghan realizes when they fight in a duel. She even finds herself wondering if they had been friends.
Thomas Cromwell is portrayed as having such in Wolf Hall. We know he was out of England for a decade and a half and various small stories about what he did there, but never the overall picture.
In Please Don't Tell My Parents I'm a Supervillain, Gabriel, an angelic hero with six wings, has a blog, but refuses to speak of his past or where he got his powers. Lucyfar claims that he is the Archangel Gabriel (and she, as the Archangel Lucifer, is his sister), which he denies.
Guinan from Star Trek: The Next Generation past was partially explained in Star Trek: Generations, where she was revealed as an El-Aurian refugee but how she ran into Q is still not explained. Also, if there had been a fifth season of Enterprise they would have had a episode featuring Guinan during that era. Whether this would add to or remove some of the mysteriousness will never be known.
As the former page quote suggests, "plain, simple Garak" of Star Trek: Deep Space Nine may be a tailor, but he's a tailor with several interesting stories about his past... some of which might have some grain of truth to them. While some important facts about him are revealed over the course of the series, his past never gets any less mysterious. In fact, some of the revelations just add to the mystery.
The Doctor from Doctor Who initially had a completely unknown past. By the time of the seventh Doctor, much about his past had been explained, so the writers attempted to restore the mystery by implying that we hadn't been told the whole truth, and that he had a much darker past than had previously been suggested. Sadly, the series was cancelled before the so-called "Cartmel Masterplan" could be put into effect, and the revival hasn't returned to the idea. However much of what happened during the Time War (which happened inbetween the original series and the new one) is mysterious.
Captain Jack Harkness has a lot, with both his time before he met the Doctor and between The Parting of the Ways and Everything Changes being mysterious. The series specializes in revealing dark aspects of his past.
Shepherd Book from Firefly, who seems to have extensive government connections, intimate knowledge of criminal culture, and can identify the exact model of a particular rifle just by looking at the bullet wounds it leaves behind, despite being "just a simple preacher."
Shepherd Book: I wasn't born a shepherd, Mal. Mal: You have to tell me about that sometime. Shepherd Book: No, I don't.
His past was eventually revealed in the spin-off comics.
Every major character in Babylon 5 had a Mysterious Past, or acquired one during the course of the show. All of them.
G'kar: Let me pass on to you the one thing I've learned about this place. No one here is exactly what he appears. Not Mollari, not Delenn, not Sinclair, and not me.
Eliot Spencer from Leverage. We sometimes get hints about his past (flashback: Where's the monkey?!) but rarely any details, which is used mostly for comedic purposes.
The flashbacks of the most mysterious character, Locke, managed to erode almost all the mystery in his past, and add in some time in a commune never mentioned before or since. So what did the producers do? Skip ahead a few years in flashforward...and give him a new one. How did he get off the island? What happened on the island? Why Jeremy Bentham? How did he die? Why is Locke so Badass?
You could also add in the island itself, given all the airplane crashes, ship moorings, secret buildings and structures, healing properties, etc. Also, the time travel. Oh, the time travel!
Angel's mysterious past proved fodder for multiple flashback scenes in both BtVS and Angel. Ultimately, almost all of his past is explained and shown on-screen, so by about the end of season 4 he no longer has a Mysterious Past—he has a Very Dark Past that is no longer mysterious.
The Master was the first Big Bad, one of the oldest vampires in existence, and a guy who figures prominently in the past of several other characters, and yet we never learn that much about him.
Adam. "Before Adam? Not a man among us can remember." One comic suggests that he was once a human member of the Initiative and Professor Walsh's favorite alongside Riley, and was used in the 314 Project after he was killed by a demon corpse possessed by the spirit of Mayor Wilkins.
Mephisto in Double The Fist. What we do know is that there was a time when he wasn't batshit insane, he used to be a security guard, and is on the run for tax evasion. One episode has us meet his friend from his time in training, who is excited to see his good friend again. Mephisto proceeds to use his face as a mask.
The title character of House, M.D. Why is he such a jerk?
For the first season, House's employees and fans alike just wanted to know what happened to his leg. That was revealed in Three Stories, as House told said stories about 3 patients, each with a leg problem, to a group of med students. One of the patients was him, which Foreman caught on to, revealing it to us.
And as to why he is a jerk... After mumbling around the whos, wheres and whys, House may have revealed in One Day, One Room that his military father inadvertently abused him.
Toby Logan in the Canadian show The Listener has one of these.
In practically every other episode of Mutant X, someone from one of the main characters' Mysterious Past would turn up. How many ex-lovers does the typical young mutant-on-the-go have, anyway? Or never-before-mentioned siblings or parents?
NCIS: Los Angeles: G. Callen. So flippin' mysterious even he doesn't know it. What does the "G" stand for? Even he doesn't know.
Bon Chance Louie, of the regrettably short lived Tales of the Gold Monkey, played with this by dropping improbable hints about his own unknown past.
Higgins, the Battle Butler of Magnum, P.I., clearly had a complex as well as mysterious past. And his present was none too clear either, WAS he the real Robin Masters?
Highlander: One word: Methos. With a 5000 year backstory, we may never learn all of his secrets.
Many of Moya's passengers in Farscape have mysterious pasts until they get their day in the limelight and things are revealed, though some of them remained mysterious throughout the series.
Goofy coroner Woody in Psych appears to have a mysterious past. When being filmed for a documentary, he asked a few oddly specific questions about which countries the film might be seen in, and then spends the rest of the episode trying to disguise his voice and/or face.
During the first season of Mad Men, Don Draper became an instant poster boy for this trope. Although most of his mysterious past got revealed over the next season or two, it's continued to have significant repercussions throughout the series.
On Banshee the main protagonist's past is so mysterious that after two seasons we still do not know his real name or even the name he was using before the start of the series. He spent the last 15 years in prison but before that we only know that he was a thief working for the Ukrainian mobster Mr. Rabbit. When he was arrested even the FBI did not have any information on who he was or what his birth name was.
In Warhammer 40,000, the enigmatic Dark Angels chapter of Space Marines deliberately keeps an in-universe Mysterious Past to prevent the Inquisition looking too closely at them. With very good reason.
An Earthborn Commander Shepard was in a gang growing up. It's not exactly clear how much trouble he/she actually got into, but it's more-or-less explicit that there was at least some petty crime going on.
Sylux from Metroid Prime Hunters. Nothing is known about it except that it hates the Galactic Federation and Samus for helping them.
From F-Zero, Captain Falcon qualifies. Besides allegedly coming from Port Town, literally nothing is known about him, be it his origins or motivation. We don't even know who built the Blue Falcon (although it is hinted that he built it himself).
The Nameless One from Planescape: Torment, very much so. He starts out with complete amnesia and even after he finds out the overall story of his former lives, much is still left vague.
Justified in Sonny, where the titular protagonist remembers nothing about his life; he can't even remember his own name, leading him to take the moniker "Sonny" after the guy who finds him addresses him as such (Sonny's dead before the first game even starts and resurrected as a zombie aboard a research vessel). In fact, the only major character who seems to have any real semblance of a canon backstory as of the end of the second game is Roald.
In Fallout: New Vegas, the Player Character himself/herself (called the Courier) has one. You find out more about the past of your companions than anything about your own.
Arcade Gannon's past remains largely a mystery until the Courier earns his trust.
Lonesome Road, the final story-based DLC, reveals some of the Courier's past before the events of the main game. S/he was formerly a courier working in NCR territory who helped created a thriving community before it was annexed by the NCR. One day, s/he delivered a package from Navarro that activated the dormant nukes under the place (formerly a military missile base) and inadvertently detonated them, thus turning a possible nation in the making to the hellhole that is The Divide.
In the Rune Factory series of games, the protagonist is always one of these, due to Laser-Guided Amnesia where he forgets his past. One of the characters lampshades this in Rune Factory 3.
The Stranger in the Terminal Reality game Nocturne. Several characters make passing reference to it. A sequel is not out of the question.
Dragon Age II has Malcolm, Hawke's father. All we know is that he was a Circle Mage once and then he somehow ended up as an apostate and a mercenary. He was very secretive about his past, refusing to speak about it with his own family. His only reply to Hawke's mother Leandra about "freedom's price" never being cheap, may hint it was of dark and troubled kind.
The Legacy DLC reveals a bit more about Malcolm's past. He was forced by the GreyWardens into using Blood Magic to help seal an ancient darkspawn/Tevinter Magister in an old ruin. The reason he never told Leandra was that they threatened to kill her and their unborn child if he refused. Still dark and troubled, but not so much his fault as many other examples.
In Groovy Kinda, Edison Lighthouse, as Rosemary Pipkin, lived with her husband and teenage son in a Riverdale like suburb. Now she's a presumably single, alcoholic artist living in an apartment in Innesmount. Larry Pye used to date The Famous Supermodel Victoria, Eleanor's sister, until something happened that no one is ever allowed to mention.
Jorge, an outfielder for The Portland Wheatshippers from The Dugs- Baseball Comics has a mysterious past speckled with action sequences and general gratuitous violence. Another example can be found here.
When it began, pretty much all the characters in El Goonish Shive had mysterious pasts. While most of them have been answered, aside from a few events, the character with the still most mysterious past is arguably Tedd. Besides his Mom and all the alternate dimension versions of him, there's this girl in the last panel who is almost identical to Tedd's female form.
Slightly Damnedloves this trope, as characters and their pasts are revealed more or less on a need to know basis. It seems like quite a lot of things were already happening before Rhea ended up in hell...
Rin Satsuki of Touhou Nekokayou, who was Dummied Out of the Touhou game where she was supposed to make her debut. In this comic, she appears to have some sort of past in which she had a conflict with Yukari; the mystery is maintained through carefully not using As You Know. Word of God has stated that all would be eventually revealed in an associated Fan Fic.
Baam grew up in a cave before he met Rachel. That is all we know about his past. Nothing about his parents, nothing about how he got there.
Likewise, Rachel herself, who everyone attests is an extremely average person, has only a very fragmented backstory which up to this point leaves more questions than it wants to give answers. Considering the things she's done, you'd be very eager for answers.
Bun-bun from Sluggy Freelance. At first he just came from a pet store as a joke and it was more that he had no past at all. Then the readers were finally shown some of it and the rest became very mysterious.
Oasis is similar, although by now we know so many details that what's missing is mainly the question of what the heck is she?
Almost all the characters from Collar 6 had this to an extent, with the author using how little we know about them to create suspicion of a traitor (and some real Epileptic Trees). It's now being played dead-straight with Butterfly who, as it turns out has been in the Association for less than a year, and wants revenge on Michelle for some reason, even though Michelle has no idea who she is.
The Abbess of the Order of Notaries Public has a mysterious past, partially revealed as having been a member of Parliament Funkadelic "But where George went, I could not follow". (It Makes Just as Much Sense in Context, and is the point where even Unity admits things are getting weird.)
Unity herself; Dr Lee created her for Anasigma as a bioweapon, and she was recruited by Skin Horse after a rampage. What happened between these two events is unknown.
Gavotte apparently just turned up at Skin Horse one day and announced she was taking the management spot until she got bored of it. The personel files have no idea why, or what backstory gives a swarm of bees human intelligence and the power of speech.
Smith from Critical Hit has this problem. Neither Rob, his player, nor Rodrigo, the GM, have revealed how much he knows himself, or what exactly is the cause of this.
Gadget from Chip 'n Dale Rescue Rangers has got a very Mysterious Past with only a couple of hints given in one episode. Her past is frequently Ret-Conned by Fan Fic authors with many different outcomes. Most of the hints are in the pilot episode. She's the daughter of an old friend of Monty's who died sometime before the start of the series. Given her name, guess what her dad did for a living?
Galaxy Rangers: Robert Mandell and crew explored three of the Rangers' pasts with "Ariel" and duologies "Phoenix / New Frontier" and "Supertroopers / Galaxy Stranger." The show was canned before exploring Doc's backstory, leaving only a few hints that, given Doc's fast-talk ability, may or may not be the whole truth...
The titular character of Jimmy Two-Shoes. There have been several references to the fact that he's an outsider, but exactly what he's doing in Miseryville, and how he ended up there, has not been revealed.
The main antagonist in the animated series "Belphegor". There are a few hints throughout the episodes that he may have lost someone dear to him and that, at first, he wasn't a Diabolical Mastermind with a secret identity. One episode implies Belphegor may have been a high rank military official and still remain one as a cover and to have access to secret weapons and technology. But who he is, how he became Belphegor and what happened in his past is never revealed.
Bulkhead in Transformers Prime served in the Great War as part of a team called the Wreckers, and he also has a bit of a history with the Decepticon Breakdown. Though tidbits are dropped here and there, we never get the full story.
Played with in Fairly OddParents. After learning that Cosmo sunk the city of Atlantis nine times, Wanda asks where was she when this happened and he responded "I have a whole secret past that you know nothing about".
Tommy Wiseau's past is virtually unknown. He claims to be from America, but his accent suggests otherwise.