Kefka in FF6
Vayne in FF12
Dhoulmagus/Rhapthorne in DQ8
Van in Tales of the Abyss
Mondain in the Ultima series, who was involved with the villains of all the subsequent games in one way or another. The Guardian from the last 3 games was supposed to be a reincarnation of Mondain until corporate meddling forced them to rewrite his story. Even on his own, the Guardian is built up throughout the entire final trilogy. He appears almost from the beginning of Ultima VII.