Actually, I think that the TV version improves the story in several ways–but to elaborate here would be a hijack. 
This was the example I came in here to offer.
In fact, I think Wybie’s presence weakened one of the things that made the book so powerful – the idea that nobody (not her parents, not the other adults in the house) really SAW Coraline for what she was. She could count on no one for help, and managed to defeat the beldame with nothing more than her own cleverness. Indeed, it was by playing the part of the silly little girl that she was able to defeat the beldame’s hand once and for all.
Having her get saved by Wybie instead of saving herslf traded all that for a much less original and interesting trope of how friendship is important, blah blah. Hrmph. Talk about trading magic beans for plain old beans.
And was an infuriating addition.
Not just that, Wybie was infurating in a number of ways. His name was patently awful (“Whyyouborn” seriously?) and there’s a weird sterotypical racist trope with his family and grandma going on. He functions as Coraline’s “magical negro” in that he has no purpose or plot of his own but just shows up to deux ex for Coraline. The version that Coraline likes better (“Other-Wybie”) he’s been completely silenced and de-voiced, even!
Plus, he took away from Coraline’s isolation (which is a good part of the scary strength of the story) and from the fact that she was a lone female protagonist. I guess they HAD to add a little boy in to save her :-/
I actually came here to add in Daryl (and several of the others, but Daryl is arguably the breakout star of the whole series) from The Walking Dead. Not only does he not appear in the comic, he’s wildly popular in the show and steals every scene he’s in. I’d actually be fine with them jettisoning most of the actual comic-crew at this point and just following him around!
John Nash’s imagined roommate in A Beautiful Mind.
How about Daryl Dixon in the Walking Dead? A rather interesting character, at least the way Norman Reedus has played him, but not in the comic books. Never mind, I just read Feyrat’s post.
But without Wybie, you’d never get the best line of the film: “I’ve never been inside the Pink Palace”. Unfortunately, the internet community could never let that whopper of a straight line lie. So don’t google that phrase for your sanity’s sake. It’s sort of like a joke that loses its humor if you explain it too much.
Aunt Harriet on the Batman TV series.
Also many of the villains were created for the show, while others were from DC but had never appeared against Batman.
Not actually the case. She first appeared in the comics in '64.
An interesting Batman related character that’s tangentially related to the thread is Renee Montoya. She was created for the animated series in the 90s, but upon hearing about her the comics staff decided to bring her over to the comics…and because of the respective turnaround times of the comics and the series, she ended up appearing there, first.
Max Schreck, the principal villain of Batman Returns, was never in the comic, to my knowledge.
There were also an extra nine years of the Korean War, but who’s counting? 
It’s a while since I read it (Watership Down), and I have to admit that not much stuck with me, but:
HOW THE HELL WAS THAT SUPPOSED TO WORK?
I don’t care. She’s canon, now.
Sure thing. It’s called “don’t click on a thread whose subject matter should reasonably lead one to assume there would be spoilers inside it.”
Albert Ingalls in Little House On The Prairie.
Disney’s “The Many Adventures of Winnie-the-Pooh” had Gopher. And recent movies have had a “heffalump” as a character.
Homer’s three friends in October Sky were in the book, but they were an amalgam of five people.
The beauty salon owner BK in The Ladies #1 Detective Agency series was not in any of the books. He was a tad over the top and I guess they threw him in for comic relief. I kind of liked him.
Amusingly, he says of himself in the movie “I’m not in the book” (meaning, in context, the phone book, but with obvious subtext)
Fabulously? 
Agent Coulson from the Iron Man and Avengers movies.
Whistler from the Blade movies.
Pubert from Addams Family Values (though Pubert was a potential name for Pugsley at one point)