Both Legends continuity and the Disney canon feature Jedi who, one way or another, survived past the end of the Clone Wars. Major Jedi characters like Yoda and Obi-Wan Kenobi went into exile until the Original Trilogy, in which they tried to keep the traditions of the Jedi alive by training Luke Skywalker. Revenge of the Sith shows how both of them escaped and devised their long-term plan to one day defeat the Emperor.
Some Force users were spared if they were willing to turn to the dark side: this is where Vader and Palpatine recruited from for their league of Inquisitors, Force-sensitive hunters trained to track down the last remaining Jedi. At least one of their rank, the Grand Inquisitor, was a former Jedi Temple guard before the rise of the Empire.
Marvel’s comic series Kanan Jarrus, follows Caleb Dume, the padawan who would one day join the group of freedom fighters at the center of Star Wars Rebels. This comic shows how Caleb survived Order 66 and later changed his name to Kanan Jarrus. In Kanan #1 by Greg Weisman and Pepe Larraz, the young Jedi and his teacher are on a mission away from the Jedi Temple, accompanied by clone troopers. Like most of the clones, they turn on the Jedi and kill Caleb’s teacher, Jedi Master Depa Billaba. By hiding at first and finding non-Jedi allies later, Caleb manages to escape the purge. He refrains from using the Force or his lightsaber in public to stay hidden in plain sight.
Similarly to Kanan, the protagonist of the video game Jedi: Fallen Order, Cal Kestis, disconnects himself from anything that might link him to his Jedi powers or the Order. He keeps busy by working in a scrap yard but ends up back in the war almost a decade later.
Some clones also escaped. After Ahsoka had his control chip removed, Captain Rex and his fellow clone troopers Wolffe and Gregor left the Republic army and hid out on a remote world using a roving walker vehicle to stay out of sight. They eventually rejoined the war effort, this time as Rebels fighting against the Empire.
Order 66 was perhaps the most pivotal moment in the Star Wars galaxy. The event that separated the prime of the Jedi from the decades where Force-users were scattered and in hiding has been dramatized several times before. But The Clone Wars is the closest we have to a re-telling of the events of Revenge of the Sith itself, showing how the massacre affected the characters beyond Obi-Wan, Anakin, and Yoda.