Some of the Robot Masters have Alliterative Names just by virtue of their gimmick starting with M, e.g. Magnet Man, and the title character.
X series: In Mega Man X: Armored Armadillo. In X2: Overdrive Ostrich and Morph Moth. In X3: Blizzard Buffalo and Crush Crawfish. In X5 (none in X4): Dark Dizzy. In X6: Shield Sheldon. In X7: Soldier Stonekong and Tornado Tonion. X8 has Vile V.
From Mega Man Star Force you have Sonia Strumm and Bud Bison. (Who are called "Misora Hibiki" and "Gonta Ushijima" in Japan.)
Battlefield Heroes loves this: Buccaneer Bay, Coastal Clash, Seaside Skirmish, Victory Village... and that's just (ALL of) the levels! Burning Bullets, Troop Trap, and almost all of the weapon names: Greg's Greasy Gun, Wolfgang's Wonderful, Florenz's Flurry, etc.
In Donkey Kong Country 1 to 3, in addition to levels, the worlds nearly all have alliterative names, with names like Monkey Mines, Vine Valley and Gorilla Glacier, while the second had Gangplank Galleon, Crocodile Cauldron and Krazy Kremland.
EVERY level in Donkey Kong 64. Frantic Factory, Angry Aztec, Fungi Forest. Even the majority of the minigames had alliterate titles. Also arenas, one of the shooters, and most of the Cranky abilities (a couple of the exceptions go with rhyming instead).
Donkey Kong Country Returns continues the alliterative level names with stuff like Poppin' Planks, Rickety Rails, Muncher Marathon and Furious Fire.
Gailardia Galan Gardios from Tales of the Abyss. You probably know him better as Guy, though.
Not characters per se, but a number of the starting scenarios in the X-Universe games have these. Some examples are "Tormented Teladi," "Boring Boron," and "Lost Lar."
The Jump Start edutainment games series introduced 4 characters in JumpStart Preschool to which this trope applies: Casey Cat, Eleanor Elephant, Kisha Koala, and Pierre Polar Bear. Too bad Kisha was retconned into a tiger in 2005, ruining the Added Alliterative Appeal! (Pierre also got turned into a different species, but the alliteration was maintained - he became a panda.)
Toontown Online has lots of denizens that have alliterative names such as Clerk Clara, Fisherman Furball, Tim Tailgater, Nina Nitelight, and Fast Freddie. Incidentally, Fast Freddie's building takes this to the extreme: Fast Freddy's Fretless Fingerboards (Fabricated From Figured Fir!).