There's already a very good answer from Glorfindel, but I've got more information on both parts of your question:
Relationships (financial or otherwise)
Generally speaking, companies do not pay for SE sites, except as Glorfindel described. It is possible, though not certain, that some of the following special case sites may be (or may have been) financially supported by outside parties.
Ask Ubuntu is a partnership with Canonical, the company behind Ubuntu; there's more on this on AU's meta. Additionally, due to Canonical's partnership, it was allowed to remain a separate site rather than be merged with the Unix & Linux site.
Ask Patents was the result of an attempt to work with the United States Patents and Trademarks Office, albeit not a super-successful one. Per a blog post by Stack Exchange co-founder and CEO Joel Spolsky, the then-Director of the USPTO personally visited the SE headquarters twice to get this set up.
Answers.OnStartups no longer exists, but was a partnership with an organization called OnStartups. This time, the reference is right here on Meta SE. (There was also a more "traditional" site for startup questions created later, through Area 51; that has also since closed.)
edX SEs are a couple sites made in partnership with the MOOC provider edX that were used for course help and don't quite follow regular SE norms. Once again, there's a decent meta reference. Most of those sites were closed, with the exception of CS50.
MathOverflow is operated by Stack Exchange, but has its policy set mostly by a purpose-built 501(c)(3) non-profit straightforwardly named MathOverflow, Inc. The best reference I can find for this is the background for a request for donations on MO's meta. It was a former Stack Exchange 1.0 site before being migrated to Stack Exchange 2.0 under a special agreement.
Stack Overflow на русском (in Russian) started life as hashcode.ru, an independent Russian language competitor to SO, before it was merged into the network. More on this is at the SO blog announcing the merger. Some other Russian-language Q&A sites were also operated through hashcode.ru, but the only one that was imported into SE 2.0 was Русский язык (Russian Language in Russian). Most of those sites were too small to be considered for importing, and a site on mathematics was large enough but the community there objected to being imported. (Also, congratulations again to Nic for his recent promotion to international lead.)
As an honorable mention, a company called Litmus created a Q&A site called Doctype way back in the day. It got a shout-out on the blog as a friend of the company along with official support in the form of a network footer link and use of meta, but was not technically a part of Stack Exchange, being merely "inspired by" SO. It hasn't been in operation in years.
Area 51 (AKA Stack Exchange 2.0) site creation
There are also a few "regular" SE sites that were created before Area 51 existed. You already mentioned Stack Overflow, but Server Fault and Super User (and this site, Meta Stack Exchange, back when it was Meta Stack Overflow) fall into this category as well. You may also be interested in Which Area 51 proposals are migration proposals?.
A few pre-2.0 sites are now surviving on their own; see Are there any popular SO engine powered sites not belonging to SE network except MathOverflow? for more.
There are many clones (listed here on meta) of the SE software. None are officially related to SE.
As an honorable (or, perhaps, dishonorable) mention, a site called PhysicsOverflow was started by a small faction SE users who were unhappy with the treatment of physics on SE. It has an SE-like engine but is not affiliated with Stack Overflow in any way, and gets included in this post only because of its origin story.