Can other Heroes and/or Monsters be purchased separately for Castle Ravenloft?
A Gray Hag promo exists, but it was a fairly limited release.

Wrath of Ashardalon is fully compatible with Castle Ravenloft, and Wizards has released bonus adventures that combine the two games.

Legend of Drizzt is the latest game in the series and, according to the product information page, is also fully compatible with both other games.