I know with waves, you get waves when you lease them but you get very very little. But that counts as interest right?
What other coins allow this?
Regarding WAVES, you can only lease them to pool and get some interest for that, but they stay in your wallet all time so there is no risk that somehow you may lose them. It is completely different when you send your coins to some site, at that point there was no more control over your private keys.
For other coins which allow to get some extra coins you should look at
proof-of-stake coins. With such coins you can mine / validate blocks just by holding coins in your wallet, and you will be rewarded with some extra coins - rewards will be depending on how much coins you have in wallet and time you run that wallet.