Notes:

Feel free to let me know if I missed any characters. (Cartoons not classified as an anime don’t count.)

FULL SERIES
Kirby, Meta Knight, King Dedede – Kirby Right Back at Ya!
Pikachu, Jigglypuff, Mewtwo, Charizard, Lucario, Greninja – Pokemon
Captain Falcon – F-Zero: GP Legend
Sonic – Sonic X
Ryu – Street Fighter II V

OVA/MOVIE
Mario, Luigi, Peach, Bowser – Various OVAs
Yoshi – Super Mario World: Mario to Yoshi no Bōken Land
Wario – Mario Kirby Meisaku Video
Fox, Falco – Star Fox Zero: The Battle Begins
Marth – Mystery of the Emblem OVA
Pit, Palutena – Thanatos Rising, Medusa’s Revenge, Palutena’s Revolting Dinner (I just consider these as anime shorts, as opposed to a full fledged series.)
Villager – Dōbutsu no Mori (Main character is a female villager named Ai)
Mega Man – Mega Man: Upon a Star
Cloud – Last Order: Final Fantasy VII
Bayonetta – Bayonetta: Bloody Fate

The Koopalings also appeared in Amada Anime Series: Super Mario Bros.