I've got several, some of them stolen from TvTropes.
Team Fortress 2:
The meet the team videos are propaganda pieces produced by red team. That's why the same characters can be killed off multiple times and why the red team always comes out ahead. Also, the characters that you play as are not actually the people seen in the meet the team videos, but rather clones who have retained most, but not all, of the combat prowess of their originals. This explains where all the reinforcements are coming from and why you can have 4 identical snipers on your team. Of course the cloning formula has started breaking down with time, causing the clones to adopt odd strategies (bringing a sword to a rocket launcher fight) or become disturbingly fascinated by hats.
Dr. Horrible's Sing Along Blog:
Bad Horse is either
a) Incitatus, Caligula's horse who was given a place in the senate and then gained a lust for power, becoming immortal to maintain his desire, or
b) Death's horse. He killed death, then killed the horses of Famine, Pestilence, and War. The remaining 3 horsemen became the bad horse chorus.
Red Vs Blue:
Sister is still alive. She passed out drunk after Lopez shot her, and he just assumed she was dead.
Caboose is agent Florida. All we know is that, whatever happened to Florida, it was some pretty bad shit. So bad, perhaps, that it left the agent nearly retarded, and with no memory of his freelancer training, though he retained his skills. Caboose is incredibly accurate with everything from tanks to firearms (even though he's only able to hit people he's trying to help) shows incredible pain resistance (he remains standing and capable of speaking after Church shoots him in the toe) and has great stamina and strength (being the only one capable of carrying Andy). He's also good with artificial intelligences (making friends with Sheila, considering Church his best friend, and making a convincing Alpha replica out of Epsilon), perhaps because of the AI training freelancers received.
Church is programmed to be unable to kill people. For how much he uses it, he is incredibly bad with that sniper rifle. Even when he purposefully takes aim and fires (like when he tried to kill Caboose) his programming forces him to jerk away or otherwise stop the shot. This is also why, despite his years of combat experience, he gets his ass handed to him in nearly every fight he's involved in.
My Little Pony: Friendship is Magic:
Rainbow Dash is bisexual, Lyra and Bonbon are a lesbian couple, Derpy is Dinky's mother, Dr. Hooves is a time lord, Applejack's parents are dead, and Fluttershy saved Angel's life at some point.