As Hardhead mentioned there's The Guardian of the Dead Gods, (aka the artist formerly known as Anubis
) in the Astral. At some point in the past, Anubis beheld the drifted corpses of the dead deities upon the Astral plane and became obsessed with them and his own deific mortality. Somehow he voluntarily shed himself of his prior divinity and became... something different... as such he guards the godisles in the Astral from physical desecration and apparently commands the movements of the Astral Dreadnoughts.
On the Astral there's also of course Vlaakith the Lich Queen (unless you've killed her off ala Incursion).
Ethereal: no distinct deific being, though oddly enough the mazes of The Lady of Pain exist within the Deep Ethereal, despite Sigil not overlapping the ethereal at all (being presumably in the Outlands). Make your judgements on that link there, I'm not speculating much on it. The depths of the trackless sea hold more mysteries than perhaps all of the other planes combined.
There's also the 'things' from the so called Ether Gaps in the depths of the Ethereal, which may be holes in reality leading to alternate multiverses, or hitherto undiscovered planes (*cough*those critters and their origin became the Far Realm in 3e*cough*) If there's some intelligence behind them, that might qualify.
Shadow Plane: There's not much there, though there's always the shadow plane based 'thing' from Ravenloft that was locked between the Shadow Rift in RL and the plane of shadow. I forget its name, but it might have been Gwydion or something like that. I don't know much about RL, so don't quote me here.
