Peter Rabbit? Originally self-published.

Who knew? Not me.

From the Guardian:

Beatrix Potter decided to take control of her own future after getting fed up of receiving rejection letters from publishers for a story she had made up to entertain a sick child.

The Tale of Peter Rabbit was printed with 41 black and white woodblock engravings and a colour frontispiece, and proved so successful that, within a year, it had been picked up by one of the six publishers who had originally turned it down. By Christmas of 1902, Frederick Warne had sold 20,000 copies of the book, with Potter's own watercolour illustrations, at 1 shilling, and 1/6d for a luxury clothbound edition.