There is one example I can think of. First, the Lega Nord (Northern League), a right wing party in Italy, at times advocated the independence of the north of Italy, and which it called Padania, from what they said was the under-performing south. It was established in 1991 as a federation of six regional parties from the north and the north-central of Italy. I'm not sure if it still advocates such a policy - but I rather doubt it.
Another possibility may be after the reunification of Germany after the fall of the Berlin wall. I know the vast majority of West Germans were not happy with the burden of integrating the under-performing East Germany. It would be surprising if some minor party had not attempted to make political hay out of this by advocating independence.