I'm sure that just about everyone at this point has theorized that Jacob's nemesis has traveled off-island in the same manner as Jacob, but I'm just here to emphasize and analyze. And in case you haven't thought of this, it'll get you thinking.
"The Beginning of the End" in Season 4: Jacob's enemy appeared as Charlie trying to get Hurley to come back (probably so he can take on Locke's form, with him assuming Locke will die). This is probably different than his other visions because the other crazy guy can actually see "Charlie" as opposed to something like Hurley playing chess with Mr. Eko while Sayid sees nothing. "Something Nice Back Home" in Season 4: Jacob's enemy appearing as Christian. Obviously. Most likely to get Jack back, knowing Locke probably "said hello to [his] son." "Meet Kevin Johnson" in Season 4: I'm not too sure about this one. I'm talking about as Libby. In the first instance in the hospital, it's probably just a guilty conscience dream. In the second instance, it sort of means something more with the whispers, though I don't know if at that point it constitutes as "off-island." "The Lie" in Season 5: I'm talking about Ana Lucia. I'm not too sure. It's tough to determine what Hurley's encounters with dead people happen to be. It could be Jacob's nemesis trying to "guide" Hurley back to the island (still relying on Locke's death), so to speak.
Other instances. I don't know how to connect Claire when she said not to bring Aaron back. Mainly because there's a bunch of wild, outrageous ideas in my head that seem so far-fetched that I wouldn't even know how to articulate them. I'm sure it connects to when Locke was in the cabin with her and Christian said the baby didn't belong there. So I would assume it's Jacob's nemesis, but how would he take Claire's form when she isn't dead (as far as we know)?
These are all the instances I can think of now. If you can think of something from Seasons 1-3 that I'm missing, please let us know.