Well here is a list i have put together.
Peakstar was an Ashlander who was washed ashore near Ald Redaynia. She was found and raised by the Urshilaku Tribe, Although many believed that she was the Nerevarine, she died while fighting an Ash Vampire and became one of the failed Incarnates in the Cavern of the Incarnate.
Idrenie Nerothan was a Dunmer who fought against the Akaviri during their invasion of Morrowind. She once took refuge with the Ashlanders, who told her about the Nerevarine and Dagoth Ur. She died trying to loot Kogoruhn and became one of the failed Incarnates.
Hort Ledd was a Dunmer who lived in Morrowind during Morrowind's war with the Empire.
Erur-Dan was a Dunmer who lived in Morrowind during its surrender to the Empire. He died fighting on Red Mountain.
Conoon Chodala was a former Ashlander ashkhan who fought against the Akaviri during their invasion of Morrowind.
Ane Teria was a former crusader for the Tribunal Temple who later contributed to the Apographa
I think it was Proweler who pointed out an interesting thing: the Failed Incarnates are all probably you, the Nerevarine; they're not fakes, in other words.
To me, that means that although they're your former incarnations, they didn't manage to be well-rounded enough to complete the Nerevarine prophecy. It wasn't enough to be skilled in war, or to be a spiritual leader (like Peakstar), or to be a skilled negotiator and problem-solver. The Nerevarine had to be able to solve every problem, by any means necessary.
The Cavern was probably my favorite moment in the game "Morrowind". It was kind of moving to see the spirits standing tall and proud next to their mummified remains, and passing the torch to you.