Rudbeckia hirta. I've never been 100% sure whether the wild species is an annual, biennial, or short-lived perennial, but in any case, most of the modern selections, at least in my experience, generally behave as a self-sowing annual.

Nigella, Kiss Me Over the Garden Gate, larkspur, garden balsam, cosmos of various types, verbena bonariensis (for you in your zone although it is a perennial for me), portulaca. Hmm, sure that there will be others that come to mind later.

Poppies, one certain variety of alyssum (white, NOID), some/most petunias, violas (some varieties), bachelor's buttons for my friend none for me, marigolds (not profusely), tomatoes especially cherry, ground cherries aka? cape gooseberry (as opposed to those larger green things in husks used in Mexican cooking), probably many others that I've not tried yet, think cleome is one. Oh, hollyhocks when I was a kid, popped back every year, think they're a biennial though. Also corn, pumpkins, maybe sunflowers.

There have to be the proper conditions for them to do so like near-bare, not-too-compacted and moist soil.

A lot of perennials/biennials self seed as well. What's a perennial in one zone may be an annual in another plus I tend to forget which are which.

My soil is sandy and heavily mulched with wood chips, but Papaver rhoeas (corn poppies) reseed vigorously. Much better plants than orientals, in my opinion. Much longer bloom time, and when they're finally done, you just rip them out.

Impatiens reseed in my garden, since I've grown many different colors they have cross-pollinated and I never know what colors will come up the next year. Last summer I had every color from white to pink to fushia to purple to orange all in the same area. It's always a happy surprise. I never need to plant them again unless I want to keep to a color scheme.

Dianthus barbatus "Indian Carpet" does I think. And, lets not forget the Forget-me-nots or myosotis. I had tons of new volunteers in the garden last season.

Daturas? I don't think I planted all those last year, but I had a lot of them. I saved seed again this year, but I might wait to plant them, till I can find out if they are self-sowing.
Definitely (unfortunately) morning glory-it pops up everywhere.
Certain types of bird seed that fall from the feeder- sunflowers and some type of grass.
My rudbeckia come up all over the yard- I love them (and so do the honeybees).
(One perennial that pops up multiple places is spiderwort- I just pop it into the bed I want it in, or dig it up and give it away. Great low-care plant, looks good too.) Brandyray

Snapdragons. I didn't have to buy any last year! There was a thread on this last year, had lots of useful info on it. I know I went out and bought some seeds based on it, meant to scatter them in the garden for some passive winter sowing. (Didn't happen, though.)

I am constantly thinning the seedlings from Nigella, Cerinthe, golden Feverfew and Teucrium hyrcanicum. I love them all, and fill in many gaps with these. The Teucrium and Feverfew are perennial, but they do so well as young plants, I pull out most of those that are over 2 years.

The annuals that readily go to seed here and come up next spring are.......alyssum,celosia,cosmos, sunflowers,ageratums,snapdragons,larkspur,sometimes marigolds and zinnias.