Human genome - J. Venter was the first to sequence the human genome, privately funded.
the entire space industry - Liquid fuel rockets were pioneered by Goddard, through private funding.
Radar - originated from late 19th-century experiments on radio wave reflection, pioneered by Heinrich Hertz in 1886. While Christian Hülsmeyer patented a "telemobiloscope" for ship detection in 1904
The proto-Internet - Pioneered by Samuel Morse, see "The Victorian Internet" by Tom Standage. Privately funded.
Optical data storage - Invented by D Gregg, https://en.wikipedia.org/wiki/David_Paul_Gregg, at a private company.
Nuclear energy - a very long list of contributors. See "The Making of the Atomic Bomb".
And so on.