France. She only appeared in 17 strips so far (out of hundreds) but the sheer amount of Fan Art and cosplay of her decidedly puts her among the most popular minor characters.
Mexico, whose character design is loved for parodies the Spicy Latina stereotype, appeared with America in the "Fan couple art" after being used on 1 strip, as a joke no less. The author note seems to indicate that the pairing is genuine on both side.
Sister Japan. Before being introduced, the fan club had a large number of submissions speculating what she'd look like, Humon introduced her just to get it out of the way, and a popular character was born.
After Coat Of Arms came out, the other lions were quickly forgotten, but Special Lion became a fan favorite and has stuck around. There's even offical merch with him on it!
Harsher in Hindsight: Humon's portrayal of a drunken Russia stumbling around banging on the doors of his former territories, begging them to come back (though in the comic itself he went after Finland, not Ukraine).
North Pole, a white haired Ice Queen with her hair in a braid, looks surprisingly similar to Elsa or Weiss.
Hollywood Homely: Averted, Humon goes out of her way to show how Finland and his sister are not sexy beautiful people, and are plain at best. She also tries to show that Norway is also just slightly overweight, and has recently adjusted Sister Denmark's character design to make it clearer that she's meant to look more masculine.
Norway and Denmark, who have the best relationship between each others and Denmark frequently doing things like clinging to Norway, frequently worried about him and even slept together frequently when drunk. This one is probably intentional on Denmark part as he is revealed to be Bi the Way.
Sweden and Åland. They were confirmed to be a couple in later strips.
America becomes ecstatically happy when Canada sits on his head.
Nazi Germany and Denmark, mostly on Nazi side (eh...) as he constantly invades Denmark's personal space.
Les Yay: Sister Norway and Sister Denmark. Sister Sweden and... well, everyone.
Also, it's strongly implied in this comic that Sister America and Sister Denmark slept together, and were quite happy about it.
Mexicans Love Speedy Gonzales: Pretty much any fan of the comic, since all the characters are based on national stereotypes. As far as non-nation characters go, Special Lion is this for the Finnish. Most Finns think the whole "retarded lion" joke is Actually Pretty Funny, to the point that one posted "go go retarded lion!" after Finland won the World Hockey Championships.