The Spy is now available in City.
I believe it's reasonable to expect the following concepts appear eventually, many of them are likely to be in a "Woods" expansion;
Barbarian, Centaur, Dark Elf, Halfling, Inquisitor, Pilgrim, Pirate, Ranger, Satyr, Scout, Soldier, Swordsman and Woodsman
… but I doubt we will see characters from non-european cultures;
Martial Artist (although it exist as a Varthrax card), Ninja, Samurai, Saracen, Zulu and Witch Doctor
… but if the Witch Doctor appear it will probably have a different special ability than it does right now.
I also doubt we will see characters from the Warhammer setting;
Beastman, Chaos Dwarf, Chaos Sorcerer, Goblin Fanatic, Skaven, Witch Elf
… if they appear we should probably expect them to have a different name.
I also doubt we will see characters from the timescape setting;
Archeaologist, Astronaut, Chainsaw Warrior, Cyborg, Scientist, Space Marine, Space Pirate
… but they might appear in Relic.
The following characters are based on recruiting monsters not in 4th edition;
Hogoblin (exist as adventure card), Orc/Black Orc, Skaven
… although the Hobgoblin is actually a quite fun concept if you got the Dungeon.
There are no shooters in 4th edition;
Finally the lost files are probably lost;
Pit Fighter, Seer, Wraith