Beam Me Up, Scotty!: "Nul points", the phrase where a country gets no points is a popular term in the British populist media and Eurovision fans, but the phrase actually doesn't translate to "no points" in French (French for "no points" is actually pas de point and zéro point) and is not used as an official term in the contest or is announced by the presenters. Terry Wogan who co-hosted in 1998 and popularized the term had a golden chance to actually mention this when Switzerland got "nul points", but this was not to be.
Early-Bird Cameo / Hey, It's That Guy!: Some people will have participated for their country (or for a different country as backing vocals, a dancer, writer, composer, or musician in one year, and then return as the competing artist themselves.) Similarly, the inverse happens, an artist who competes one year will return in a reduced capacity. Sometimes they do this many times.
United Kingdom's Blue competed in 2011.
People like Cascada and Bonnie Tyler competed in 2013.
Justified with ABBA (Winner 1974) and Céline Dion (Winner 1988), who got famous through Eurovision.
Missing Episode: The 1964 ESC has either been lost or shut away, depending on who you ask. The most prevalent theory is that the Danish broadcaster taped over or lost their only copy. Video of the winner's reprise exists, as does audio of the whole show. The first (1956) contest is also lost, although there is newsreel footage of the winning song and an audio recording (with 20 minutes missing) also exists.
Comedian Bill Bailey has considered entering for Britain; whether he has attempted or been knocked back or whether he hasn't gotten round to doing it yet is unknown. He is indeed a talented musician (he has absolute pitch, ie. he is able to identify a note just by its sound), but we still have to remember that he's known mostly for his surreal comedy and bizarre musical interludes during his show, including a tribute to the music in Starsky and Hutch. Still, considering they're unlikely to win in the future anyway, they've got nothing to lose. Bill Bailey himself said as much on his twitter page.
There was a persistent rumor in 2004 that the UK was going to try and do some damage control after Jemini's... less than stellar performance the previous year and send former Spice Girl Emma Bunton. Emma has said a few times that she'd like to do the show, but it's never came to be.
Conchita Wurst tried to represent Austria back in 2012, only to lose out to the Trackshittaz by a mere one percent of the vote. Of course, two years later, Austria decided to give her a chance, perhaps taking this trope to heart, and she went on to win it all.
Elena Paparizou (Winner for Greece in 2005, but is actually Swedish) could have represented Sweden in 2014, but she was outvoted by Sanna Nielsen, Ace Wilder and Alcazar.