Civ Heroes:
Bannor - Donal Lugh (requires Fanaticism tech)
Elohim - Corlindale (requires Fanaticism tech)
Kuriotates - Eurabatres the Gold Dragon (requires Divine Essence tech)
Ljosalfar - Gilden Silveric (requires Archery tech)
Luchuirp - Barnaxus (requires Construction tech)
Malakim - Chalid Astrakein (requires Fanaticism tech)
Mercurians - Basium (gained when mercurians are summoned into the game)
Amurites - Govannon (requires Arcane Lore tech)
Hippus - Magnadine (requires Warhorses tech)
Khazad - Maros (requires Metal Casting tech)
Lanun - The Black Wind (requires Optics tech), Guybrush Threepwood (requires Metal Casting tech)
Sidar - Rathus Denmora (requires Poisons tech)
Balseraphs - Loki (requires Festivals tech)
Calabim - Losha Valas (requires Fanaticism tech)
Clan of Embers - Rantine (requires Bronze Working tech)
Doviello - The War Machine (requires Machinery tech)
Illians - Wilboman (requires Iron Working tech)
Infernal - Hyborem (gained when infernal are summoned into the game)
Sheaim - Abashi the Black Dragon (requires Divine Essence tech)
Svartalfar - Kael Coalbane (requires Soul Debt tech)
Grigori - They have no civ specific hero, but gain adventurers who have the Hero promotion.
Religious Heroes:
The Order - Valin Phanuel (requires Orders from Heaven tech), Sphener (requires Righteousness tech)
Runes of Kilmorph - Bambur (requires Arete tech), Arthendain (requires Medicine tech), The Mithril Golem
Fellowship of Leaves - Yvain the woodelf (requires Commune with Nature tech), Kithra Kyriel (requires Feral Bond tech)
Octopus Overlords - Hemah (requires Arcane Lore tech), Saverous (requires Mind Stappling tech)
Ashen Veil - Rosier the Fallen (requires Corruption of Spirit tech), Mardero (requires Malevolent Designs tech), Meshabber of Dis
Non-civ/religion Specific:
Baron Duin Halfmorn (requires Feral Bond tech)
Trojan Horse (requires Deception tech)
Typhoid Mary (requires Alchemy tech)
Barbarian Heroes:
Acheron the Red Dragon
Barbatos the Lich
Orthus
Sailor's Dirge (non-existent in 0.25)
Yersinia (one of the 4 horsemen)
Ars Moriendi (one of the 4 horsemen)
Buboes (one of the 4 horsemen)
Stephanos (one of the 4 horsemen)
Avatar of Wrath