How to duplicate objects in animation? I want to copy some object in animation, like using a particle system.
I mean at frame 10 copy an object, then at frame 20 copy again, and the first object should not disappear. 

It is like a particle system, but I would like to control more details.
Like Unity3D's Prefab and Instantiate.duplicate
The render visibility of an object or object hierarchy can be animated.  Thus the viewer will perceive the object to appear.  The object can be off camera or in a different layer.
Python is available to you.  
One or more Particle systems is available and these particle systems can be coordinated by Python
Particle Instance is available