I got three, with names, even!
1: Zelda: The Story of Gannondorf. (He's the only character who is the same person in each game.)
2: Team Fortress 2. Cycle of Death. (Engie's sentry is sapped by Spy, who is burned by Pyro, who is mowed down by Heavy, who is rocketed by Soldier, who is grenaded by Demoman, who is headshot by Sniper, who is rushed by Scout, who is killed by the Engie's Sentry. And the cycle continues. but where does Medic fit? DUN DUN DUUUUUN!)
3: Pokemon: I Caught 'Em All. Now What? (some people have to much time on their hands. Or they use Action Replay.)