Having both Denmark and Sweden involved would be interesting. Swedish involvement in WWI has been discussed a lot; search "Admiral Essen" on this board and you'll find out how.
Just going by Wikipedia:
From the
Central Powers page,
Irish republicans could have played a role.
Wow, I had no idea that the Germans were that involved with the Raj.
Indian revolutionaries are talked about much in WWII, but for WWI? Whoa. Why do people always focus on the Indian National Army, Bose, and so on? Must be it's more "interesting" to have Nazis help out fellow Aryans kick out the British in WWII, than see the Kaiser's agents running amok. There certainly does seem to be a focus on WWII over WWI.
Afghanistan! Ahahah WWI truly is a lot more global than one immediately thinks. Between this stuff, the "Hindu-German Conspiracy" (see above), and the Zimmerman Telegraph, WWI is just as exotic as WWII.
Polish legions
The Finns- again, Sweden could have entered the war to both counter Russian aggression, and try to help Finland gain more autonomy. I've read that somewhere.
Ukrainian and Lithuanian nationalists
The Ottoman Empire also had its own allies in
Azerbaijan and the
Northern Caucasus. The three nations fought alongside each other under the
Army of Islam in the
Battle of Baku.
I'll do one for the Entente later.