I am no longer updating this page because Blizzard is garbage. Please don't give them your money. I'm leaving the page up because I figure it's better for people looking for Overwatch information to see this message and be able to inform themselves.
For more information, the official website has bios for all the heroes. For more in-depth bios (pulling from not only the links below, but also dev comments, etc.), I recommend this wiki.
Tracer's Origin Story was shown at Blizzcon 2014 and is not on the official YouTube channel.
I decided to place this directly before the majority of the Sombra reveal, but as the wiki says, it was ongoing from before Ana's introduction right up to the official reveal with her origin story video.
All of the other comics are prepended by a character name — Wasted Land has “Roadhog” in the list of issues, but uses “Junkertown” everywhere else.
I have no damn clue why this is the only comic that isn't animated and is just a PDF.
The Retribution cinematics were in-game only and are not on the official YouTube channel.
The Reunion post-credit scene was shown at Blizzcon 2018 and is not on the official YouTube channel.
The Storm Rising cinematics were in-game only and are not on the official YouTube channel.
This link has an excerpt, but buy the book for the full story!
eriyu
thanks to /u/DoctorDeadeye for most of the tweet links!