Several Jedi managed to survive Order 66 by evading capture and going into hiding. Here are some of the Jedi who survived:
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Yoda: The leader of the Jedi Order during its downfall, Yoda was fighting on the Wookie homeworld of Kashyyyk when the Emperor executed Order 66. His incredible connection to the force allowed him to feel the intentions of the clone troopers before they could execute him as well as the pain of all the Jedi who were falling across the Galaxy.
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Obi-Wan Kenobi: After defeating Anakin Skywalker on Mustafar, Obi-Wan went into hiding on Tatooine, where he watched over Luke Skywalker for many years.
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Ahsoka Tano: Ahsoka was not officially a Jedi at the time of Order 66, but she was a Force user and a former Padawan of Anakin Skywalker. She survived by leaving the Jedi Order before the purge and going into hiding.
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Kanan Jarrus (Caleb Dume): Kanan survived the tragic events of Order 66 by going into hiding. He hid his true identity and even carried a blaster, which was a practice uncommon for the Jedi. Kanan first made his appearance in the animated series Star Wars Rebels, and was initially reluctant to accept and embrace his Jedi heritage.
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Cal Kestis: Cal was a Padawan traveling with his master, Jaro Tapal, when the events of Order 66 took place. Cal was able to escape the treason with the help of Jaro, but was left scarred for life, due to being unable to save his mentor. Cal made his first appearance in the game Star Wars: Jedi Fallen Order, which saw Cal take center stage after his identity as a Jedi was revealed.
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Other Jedi who survived include Eeth Koth, Oppo Rancisis, Coleman Kcaj, Kirak Infila, Master Uvell, and former Padawan Gungi.