Lets see,
In the Balkans you could have Ragusa retaining it sovereignty and/or a shrunken Montenegro.
Would an independent Faeroe Islands count as a micro-state?
Any of the Russian puppets in Eastern Europe securing full independence.
Each Caucasus republic being independent.
Tangier International City and other such cities given special status.
I think a surviving Republic of Ragusa (without Napoleonic Wars) or at least independent Dubrovnic is doable.
So is an international Tangier city-state. Or Trieste.
Independent Polish-German confederation of Danzig/Gdansk.
A principality of Heligoland if Britain does not return it.
An independent Saarland.
A Gibraltar state-let as part of the Commonwealth but not part of Spain.
A city-state of Constantinople under Russian Protection if the Ottomans collapse in the 19th century.
Elba if Napoleon never tried for the Hundred Days or a Napoleonic Corfu if Talleyrand had gotten his way and Bonaparte had been exiled there instead of Elba.
I think there any number of tiny principalities (especially in Italy) who had Italian unification gone a different way could have been another San Marino.
I was actually thinking the other day that if things had been different - if lets say the European wanted to create tiny buffer states in the 19th or 20th centuries (of there had been no WWI or the Balkan Wars had gone differently) - how many Liechetenstein or Monacos sized monarchies ALSO could have survived to the present day. Here's one...a surviving monarchist Saint Pierre and Miquelon (which is still French, not Canadian, but untouched by the Revolution).