While the purge seems to have killed off the vast majority of what was 10,000 strong jedi knights during AOTC, several had managed to slip through the cracks and survive the purge. This is an effort to create a complete list of all known jedi to have escaped that particularly cruel fate bestowed upon most of the jedi when order 66 was issued.

Anakin Skywalker: This jedi knight initiated the purge, and as such was not a target of them. Obviously.

Yoda: Defeated his clones and escaped with the help of chewbacca and tarfull, who had an escape pod hidden nearby. Hidden on Dagobah afterward.

Obi Wan Kenobi: Left for dead by his clones after a great fall into a small lake. Hidden on Tatooine afterward.

Empatojayos Brand: Survived a duel with darth vader to be fitted with a cyborg suit and hidden on Ganath. From Dark Empire 2

An'ya Kuro, Dark Woman: Eventually hunted down personally by Vader, but survived Order 66. Its unknown what planet she went into hiding on. This may be infinities.

Youngling Gruu Dunrik: Escaped because he was never selected as a padawan. Joined the rebel alliance and served on Aarongar 3 as a doctor looking for force sensitives. From Rebellion Era Sourcebook

Neth Enastari: This jedi knight was married and fled to Rhamalai to escape the purge for 3 years before he once again moved. This was from the Star Wars Adventure Journal

Gilflyn: This man escaped the purges by hiding out, possibly on Corellia. He eventually turned to the dark side and fancied himself a Sith. From Coruscant and the Core Worlds.

Ikrit: This alien jedi master missed the purge because he was in a self-induced hibernation trance for several years prior, until awoken by tahiri and anakin solo. This is from the jr jedi knights series.

Vima Da Boda: This woman was once a jedi knight who was stripped of her ability to touch the force, which eventually drove her insane.

Jedgar: This prophet of the dark side was once a Jedi Youngling who was never taken as a padawan and instead apprenticed himself to Kadann and the Prophets of the Dark Side. This is from Lost City of the Jedi and the Dark Side Sourcebook.

Jerec: Formerly Jocasta Nu's padawan, Jerec was captured by High Inquisitor Tremayne and went over to the dark side. This is from the Jedi Knight video game and the Dark Forces WOTC material.

Taj Junak: This jedi knight escaped the purge by hiding on Mrlsst as a professor. He eventually died on Mrlsst. This is from the Lords of the Expanse WEG book.

Kadann: This former jedi was approached by Palpatine and turned shortly before the purge. This is from the lost city of the jedi.

Kaoln: This jedi knight somehow survived the purge and worked as a smuggler for the rebels. This is from Galaxy Guide 6 by WEG.

Kendalina: This female jedi knight survived the purges but was thrown in an asylum on Kessel. This is from the lost city of the jedi.

Ephaan Kenzon: This padawan left the jedi order shortly before the purge and opened the school of hidden wisdom. He acted as something of an underground railroad to help hide escaping jedi knights at his dueling academy. This is from the Power of the Jedi sourcebook.

Danaan Kerr: This jedi knight was spared of the purges because he went to the dark side. This is from the WEG sourcebook, Wanted by Cracken.

Plett: This jedi knight hid on Belsavis and operated a part of the underground railroad type thing to help hide jedi escaping the purge, he mostly hid children. This is from Children of the Jedi.

Qid Proko: This jedi knight was in hiding on the planet Poderis working as a speeder mechanic. This is from Rebellion Era Sourcebook.

Qu Rahn: this jedi was hiding at the location given away by Halagad Ventor. This is from the WOTC web article on Dark Forces.

Ydra Kilwallen Sibwarra: This woman was training to be a jedi on Chandrilla when she managed to avoid the purge. She fled to G'rho and was killed by the Ssi Ruuvi. This is from Truce at Bakura sourcebook.

Ranik Solusar: This man avoided the jedi purges and trained his som, Kam Solusar in the ways of the jedi. This is from Dark Empire 2.

Travgen: This jedi knight escaped the purge by hiding on Ossus. This is from star wars adventure journal 14.

Maw: This former jedi knight was a jedi shadow and was eventually captured by jerec, who turned him.

Halagad Ventor: This man managed to escape the purge because he was believed dead in a shuttle crash. He eventually was found by vader and interrogated, but he survived to turn to the dark side. He was later redeemed and killed. This is from domain of evil.

Sia-Lan Wezz: This female jedi left the order and lived on Naboo as part of the Naboo resistance. She remained hidden from the empire and avoided the purge. She was eventually killed by Inquisitor Volytar. This is from the galactic campaign guide.

Ferus Olin: He left the order prior to the purge, and as such remained hidden from the purges on the planet Ussa as a part of their imperial resistance. This is from the Last of the Jedi novella.

Vergere: Evaded the purge by being a prisoner of the vong during those times. This is from the New Jedi Order series of novels.

These are the only 29 surviving jedi that I was able to find with my simple research, though its possible there were more I missed, or more to be detailed in the coming years. If you think of any others, feel free to drop me a line about them. I am only looking for jedi who were a part of the pre-purge jedi order and were alive after Order 66 was initiated.

Edit: Thank you to Paul Ens who gave me a heads up as a comment about three padawans who will make it past Order 66!

Ekira: a padawan girl who worked with aalya secura. She was with drake and zonder when order 66 was initiated, and managed to safely avoid capture or death.

Drake: a human male padawan that was the apprentice of the disco ithorian jedi from the clone wars cartoon as shown in the reversal of fortune comic strip. He was with ekria and zonder when order 66 was initiated, and avoided capture or death.

Zonder: A selonian jedi padawan that was on felucia. She (most selonians are female?) avoided capture by being with drake and ekria.

I also forgot and then remembered one more jedi who survived the purge!

Ood Bnar: Tree-like jedi who survived by hibernating on Ossus, wonder if he ever bumped into travgen... this is from Dark Empire.

Asajj Ventress: Once trained as a padawan, so she counts as well. At the end of Obsession she flees for the outer rim, and goes into seclusion, surviving the purge. This is from the Obsession comic series.

Another one missed, thanks Ithorian Guy! This brings our total to 35 jedi who escaped the purge!

Echuu Shen-Jon: A jedi that went into hiding and came out of hiding to aid the rebellion. This is from the galactic battlegrounds video game.

Ok, number 36, can't believe I missed Callista!

Callista: A jedi who went up against the Eye of Palpatine and survived, after a fashion, by melding with the Eye's computer core. Callista later swapped places with Cray Mingla, a student of Luke's but she had no connection to the force. Regardless, this is still a form of survival.

Here are a few more the comments area have made apparent, bringing the total to 41.

Valin Halcyon/Hal Horn: Not technically a jedi or a padawan, I think Hal Horn would best be characterized as a Jedi Youngling before his father died and Rostek Horn took over raising him in secret as his own son, so that he could stay safe from the Empire and escape the purge. (Power of the Jedi Sourcebook)

Ylenic It'kla: Ylenic, frequent partner of Neeja Halcyon, escaped the purge by learning to hide himself in the force. He was sequestered on Alderaan and managed to survive until Alderaan itself was destroyed by the Empire. (Power of the Jedi Sourcebook)

Beldorion The Splendid: This hutt jedi was on Nam Chorios for a long time prior to the purge and as such escaped the Empire's notice. He was killed by Princess Leia eventually. (Planet of Twilight)

Taselda: Another jedi on Nam Chorios some 200 years before the purge, she survived until Leia and Callista were on Nam Chorios and was defeated by Luke Skywalker. (Planet of Twilight)

Aurra Sing: Trained as a jedi intially, she quickly went to the dark side. She was later defeated by Aylaa Secura and imprisoned. It is unclear if the Emperor had her executed in prison upon taking control, or if he put her on the payroll, so well put her on this list until her end is made certain.

Two new jedi brought to light in Last of the Jedi #2, Dark Warning. This brings the total to 43

Fy-Tor-Ana: A female jedi that hid out on Ilum in the caves with Garen after escaping the Clone troopers. She decided to head for Coruscant to see if any other jedi lived in the temple. She was presumably captured there.

Garen Muln: Commander of the Clone forces on Acherin, Garen escaped during a diplomatic meeting with Toma, and fled to the Crystal Caves of Ilum, hiding out with Fy-Tor-Ana. He was rescued by Obi-Wan and hidden from the Empire to recover from his frail condition caused by surviving in the caves on minimal supplies.

Serifa Altunen: This former Jedi Master would have been referred to as the Lost 21, or maybe the Lost 20, since dooku was revealed to be a Sith. Either way, she was an Arkanian jedi master who had left the Jedi Order just before Geonosis, aruging how un-jedi-like it was to lead an army. She appears briefly in Yoda: Dark Rendezvous, and stayed on Arkania, suggesting she was not officially hunted down, and lost in the records.

Eremin Tarn: Another knight who left the order at the onset of the clone wars, he may have never been hunted down during the purge.

Olee Starstone: A padawan who was with Master Roan Shryne during the execution of Order 66. Technically, Shyrne and olee's master both survive as well, but yeah, Olee was the only one I felt really needed to be on the list. She has another padawan and two agircorps guys with her too, though that group breaks up and goes on their separate ways after a while.