MacCready, he's in 3 and 4. Harold appears in every game up until when he is killed in 3. Elder Maxson appears in 3 and 4. Dogmeat, while a different dog in each game, has a variation in most games. Arch Dornan was in Fallout 2, and mentioned in New Vegas. The Master is a character in Fallout 1, and referenced in 2, 3, and New Vegas.