There are three in REH's original stories.
Pelias, who helps Conan escape from the Korshemish dungeon in
The Scarlet Citadel.
Zelata, who helps him kill Xaltotun in
The Hour of the Dragon.
@cbwjm and
@overgeeked already mentioned Epemitreus, from the Phoenix in the Sword.
There is also Khemsa from
The People of the Black Circle who is an antagonist through most of the story, but then helps Conan with some advice and a magic item when he dies.
There are probably a few more in L. Sprague de Camp's weaksauce revisions, but I haven't read any of those.