That's something that Sonic has brought up, and I think it is worthy of more discussion; how do new organs emerge?
On the molecular level, there is a simple mechanism that can produce new proteins alongside old proteins: gene duplication. And sometimes old and new can become interlocking in irreducible-complex fashion, like jawed-vertebrate hemoglobin.
But for macroscopic features, the issue becomes more difficult, because the molecular mechanisms for producing them is much less well-understood. But there are still plenty of clues as to how new organs have originated, like embryonic development and comparative anatomy.
Digestive glands and vertebrate lungs originate as outpocketings of the gut; these may then become repeatedly subdivided and specialized. Some familiar digestive glands are the liver, gall bladder, and pancreas of vertebrates and the salivary glands of land vertebrates.
The jaw bones of jawed vertebrates originate from the frontmost gill bars.
Land vertebrates' three- and four-chambered hearts are produced by splitting an embryonic fishlike two-chambered heart.
Likewise, some organs are modified versions of other organs.
Land-vertebrate limbs are modified fins, and the wings of flying ones are modified front limbs.
Mammalian teeth are modified in several ways, from an ancestral piercing configuration (preserved as canines) to being for slicing (incisors) and grinding (premolars and molars). Rodents have continually-growing first incisors, which they use as chisels as they gnaw; walruses use their tusks (enlarged canines) as rakes to collect seafloor-residing food; and elephants use their tusks (enlarged incisors) in a variety of ways.
Arthropod limbs are modified in a variety of different ways.
Insect wings are likely modified gills.
Flower parts are modified leaves.
Some organs do seem to come out of nowhere, like jawed vertebrates' side fins/limbs; these may be ectopic (wrong-place) body parts, like tails. However, such origination events are very rare, and duplication and modification are much more common.
™ Version 4.2