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While Mario and Donkey Kong have both ascended to stardom since their debut game, Pauline, the girl they fought each other for the first place faded into obscurity as Princess Peach took over her role as Distressed Damsel in the Super Mario Bros. games. She did reappear in Donkey Kong '94, only to disappear for another decade until Mario vs. Donkey Kong 2, in which Pauline's relationship status to Mario was demoted from "girlfriend" to "friend". However, she does appear (instead of Peach) in the Mario vs. Donkey Kong games March of The Minis, Minis March Again, and Mini-Land Mayhem.
Donkey Kong Junior hasn't appeared since Game & Watch Gallery Advance.
Though, this depends on which continuity you subscribe to. According to Rare, the Donkey Kong seen from Donkey Kong Country on forth is DK Jr., while Cranky Kong is the previous DK. Donkey Kong Country Returns retcons it, however, to current DK being Cranky's grandson, meaning that DK Jr. really has been MIA ever since.
Stanley, from Donkey Kong 3 also vanished from the series appearing only in some cameos like WarioWare or Super Smash Bros.. It's unclear, but it's said he's also the protagonist from the Game & Watch Greenhouse and it's also rumored that he is Mario's cousin.
Plum, Charlie, Sonny, Harry, and Maple, human characters who are playable in Mario Golf for the Nintendo 64. They have not made a single appearance in any game since, unless you count Plum's cameos in Super Smash Bros. Melee and Brawl as a trophy and sticker respectively. Not to mention that that's five out of fourteen playable characters.
Toadette also seems to be a short-lived character, first appearing in Mario Kart: Double Dash!!, then making periodic appearances in Mario games until Super Mario Sluggers nearly five years later, then never appearing again. After another five years, she reappears in Mario Kart 8.
Bowser's Koopalings have a long and convoluted history of being Put on a Bus. They first appeared as recurring antagonists in Super Mario Bros. 3, Super Mario World, and Yoshi's Safari, then vanished without mention for over a decade before reappearing in Mario & Luigi: Superstar Saga, then vanished again, then reappeared a second time in New Super Mario Bros. Wii (with their original relationship to Bowser having been retconned away) and have been making fairly regular appearances since.
On a related note, Mario RPG characters in general rarely reappear in other Mario titles. Exceptions include Goomba King, Baby Peach, and the Star Spirits, although in Baby Peach's case her debut in Mario & Luigi: Partners in Time was likely coincidental. Paper Mario: Sticker Star is notable for not returning any previous Paper Mario characters and only using characters from the main series, introducing only Kersti as a new character.
Even Luigi went through a low hiatus for almost ten years. Eventually he came back though. Similarly, Mario rescued Daisy in an old Game Boy title and she didn't appear again for years. Now she's a standard of spin-off party games.
Zhuzhen and Halley from the original Shadow Hearts are unmentioned in the sequels. This may be somewhat justified, though, in that the former returned to China while the later left for America. The Valentine family gleefully subvert this.
Dynamo in Mega Man X5 and X6. The only antagonist in the series to remain alive and intact (that is, not coming Back from the Dead), he worked for Sigma in X5, returned in an arbitrary cameo in X6, and vanished off the face of the earth.
Similarly, Douglas only appears in X5 and X6, then disappears after that. Lifesaver only appears in X5 (granted, he wasn't very popular due to his Nice Job Breaking It, Hero action). Dr. Cain was last seen in X3, last mentioned in X4, and gone after that.
The Updated Re-releaseMaverick Hunter X has Dr. Cain dying in an attack on the Hunters' headquarters; whether this is a retcon or not remains unclear.
In the Mega Man Star Force series, Pat Sprigs is a major character in the first game, cameos in the second, and vanishes in the third. What's frustrating is that the game itself acknowledges that it still has plot points to wrap up regarding him. Pat also disappears from the anime as well, only to make a very minor cameo at the end of the final episode.
In Xenogears, Billy's dad Jessiah disappears (much like most of the game) when Disc 2 starts. At least, from the storyline, technically he is still around as he is is the gun/bullet in one of Billy's gear's special moves. Oh, and Kaiser Sigmund too - despite the fact that an early Disc 2 plot point would probably have him heavily involved. Disc 2 has a much tighter story focus than the first disc, playing more like an interactive novel than a standard RPG, and the planned storylines for both characters may have gotten lost in the same budgetary constraints that are rumored to have caused the gameplay shift.
Parodied in Banjo-Tooie, where the face of Tooty, Distressed Damsel of the first game and kid sister of Banjo, appears on a milk carton in Cloud Cuckooland, one of only two appearances of Tooty in the game (the picture of her in Banjo's house from the previous game is still there; in fact it's one of the few things in the house that is not significantly damaged or destroyed). Rare obviously never saw her as anything more than a walking plot device for the first game, and thus hand-waved her absence circa Nuts and Bolts, saying she was hauled off by the "Rubbish Video Game Characters Police".
Brentilda completely vanished as well. Her only appearance is in a portrait in Pawno's Emporium in Jolly Roger's Lagoon.
Every surviving character from Metal Gear and Metal Gear 2 that didn't make the transition into the Metal Gear Solid series was forgotten by default: Ellen Madnar, Diane, Jennifer, Holly White, Yozef Norden Johan Jacobsen, and George Kasler.
Subverted with Meryl, who vanished without explanation, except for an implied reference an optional conversation in MGS2 in which Snake says he's had enough of tomboys. Players were left to assume that the ending of MGS1 in which she died was canon, until she showed up in MGS4.
Surprisingly enough, this is Averted with Dr. Pettrovich Madnar in MGS4. While he doesn't make an actual appearance, it's explained that he saved Raiden's life behind the scenes, even though he hadn't been mentioned at all in the last games, and him being the original creator of the first Metal Gear had long since been retconned.
Many Sonic characters like Ray the Flying Squirrel, Mighty the Armadillo, Bean the Dynamite, Bark the Polar Bear, Nack the Weasel (a.k.a. Fang the Sniper), Mecha Sonic, Tails Doll, Gemerl, and Metal Knuckles have been subject to this.
Since about the time of Sonic Unleashed, more recent and/or once-major characters have been set aside in favor of simply having Eggman, Tails, and Sonic. This may be in response to the criticisms for the series' Loads and Loads of Characters.
Soul Calibur V is notable for having a lot of new characters at the expense of losing some old faces, including, rather infamously, popular faces Talim and Zasalamel as well as Rock, who have literally disappeared without a trace. At least Cassandra had her fate told in an artbook and the fate of Seong Mi-Na, Yun-seong and Setsuka were mentioned later on (With Setsuka having been Patroklos' teacher at one point) but Talim, Zasalamel and Rock have seemingly vanished off the face of the earth with no mention whatsoever from artbooks or Word of God as to what happened to them, almost as if they never existed. This has contributed to SCV's status as a Base Breaker amongst the fans.
Touhou's transition from PC-98 to Windows is either a Continuity Reboot or the single largest case of this ever. Only four characters ultimately survived the changeover out of forty or so, losing fairly major characters like Mima and Genji, though they're still canonally considered the mentors to Marisa and Reimu, respectively.
Mrs Pac-Man and most of the Pac Family have been missing for years. With the reboot they might have been retconned out of existence.
In The Elder Scrolls, General Warhaft. Leader of the Imperial Legion, wrote two of the in-game books on armour and fighting, imprisoned along with the Emperor by Jagar Tharn... but he never is mentioned after Arena, except for in the aforementioned books. He goes unheard of in Daggerfall, Battlespire and Morrowind, and when the player visits the Legion headquarters in Oblivion, he's replaced by Commander Adamus Phillida, with no word on what happened to him or where he is now.
In a large-scale Chucking, the cities of Sutch, Artemon, and Mir Corrup were mentioned as being in Cyrodiil in several prior games. When Oblivion comes around, and we actually get to visit Cyrodiil, the entire cities are gone. The developers admitted they never had time to add them into the game (a semi-canonical explanation was made for Sutch, though - apparently, the city was ceded to Hammerfell as part of the peace settlement following the events of Redguard. Which only left the problem of why Sutch had been implied to have been a part of Cyrodiil after that point, of course).
The protagonist characters have a semi-enforced and downplayed variant: the following games do acknowledge what happened in the last one, and they do touch upon the character you played, insofar as it would be known to the public, but details that would vary from play-through to play-through are, for the most part, strenuously avoided, presumably to avoid invalidating people's play-throughs.
Word of God on the events of Skyrim tries to explain this by saying "all the quest chains present in the game happen, but not all are necessarily done by the Dragonborn." This could also be taken as their attitude towards the protagonists in previous games.
Almost half the kids in the Backyard Sports series. But the series never explains why anything happens anyway.
Simon the Sorcerer 3D has a strange character called Jar Nin whom you accidentally kill at the beginning of the game. Towards the end of the game it turns out that you have to resurrect him because you need him on your team. But when you do, he does exactly nothing and even vanishes shortly after, never to be seen or mentioned again.
Not characters per se, but every creature from the Xen borderworld in the first Half-Life - apart from the standard headcrabs (and zombies), the barnacles, the Vortigaunts (now as an ally), an ichthyosaur as a cameo, and the leeches (who are now invincible barriers to the ocean) - somehow vanished from the cast list before the start of Half-Life 2.
Stranger still, Barney Calhoun seems to be suffering from this as of Episode 2.
For that matter, with the exclusion of Barney, pretty much every major character from the first game's expansions (Shephard from Opposing Force, Gina and Colette from Decay, and Rosenberg from Blue Shift) disappeared entirely between the first and second game. Considering the circumstances, this could be justified.
Most characters in the Wario Land series just vanished without a trace after the original games they were in. Captain Syrup returned in The Shake Dimension, after a ten odd year gap between appearances, but God knows what happened to Rudy the Clown after he returned in Dr. Mario 64...
Gol and Maia are the duo's first major baddies, and after their defeat in the first game a return is hinted at by the Green Sage. However, the series decided to go Darker and Edgier and thus the rogue Sages were "chucked" out.
The second game introduces us to Brutter, the leader of the local Lurkers who befriends Jak and Daxter. At the end of the game, he seems to be working for Ashelin as captain of the New Krimzon Guard, but he is nowhere to be seen in Jak 3. Admittedly, Brutter does make a short appearance in the Daxter spin-off, but since that game is set before Jak II it doesn't explain what happened to him between Jak II and 3.
The second game also had the Crocadog, a Mix-and-Match Critter that Jak seemingly adopts as his pet in the end. He is never seen or referenced after Jak II.
Jak's uncle in the first game. While Jak was born in the future and thus he can't be his real uncle it feels a bit weird how after delivering the orbs to him he is never mentioned again. You'd think that he'd care a bit more about Jak's adventuring since he probably raised him.
Ottsel Veger is adopted by Kleiver as a sidekick, yet vanishes entirely by Jak X and is never mentioned again. His fate is unknown, but hopefullyveryunpleasant.
Ys: Lilia, after being Demoted to Extra, disappears from the series after IV, as well as several other major characters from I and II. Subverted with Dogi, who is oddly absent from V, but returns in VI, as does old man Raba. Also, what happened to Terra between VI and Seven?
A handful of the characters from the very first Street Fighter are nowhere to be found. At first Ryu, Ken, and Sagat were the only ones to return, then the Alpha series brought back Birdie, Gen, and Adon. Eagle made an appearance in Capcom vs. SNK 2: Mark of the Millennium. To this day, however, Geki, Retsu, Lee, Mike, and Joe are all but disowned from the series (well, maybe not Mike, who is widely hypothesized to be "Mike Bison"/Balrog).
The comics have had some fun with these. Lee reappears in the Sakura Ganbaru manga as an opponent for Sakura, and in UDON's comics, reappears to challenge Fei Long and is stated to be the uncle of Yun and Yang. Also in UDON's comics, Geki attempts to assassinate Gen, and in the Ibuki miniseries, "Geki" is retconned to be the name of a ninja clan, not an individual, which has a rivalry with Ibuki's clan.
Most of the Street Fighter III cast would qualify, too. The popular ones would go on to appear in other Street Fighter games (Yun, Ibuki, Makoto, Dudley) and crossovers (Alex, Yun, Urien, and Hugo—who is technically not from SF III, but still counts) but most of them were lucky to even appear as cameos or passing mentions in character storylines. Part of the problem, it should be said, is the long lull in Capcom fighting game releases prior to Street Fighter IV.
The characters who debuted in Street Fighter EX belong have never appeared in another Street Fighter game outside of the EX series. The fact that the characters are joint-owned by Capcom and developer Arika may have something to do with it (though a few have made the occasional cameo in other Arika games, and the company started work on a game featuring the EX-only cast.)
One of the most unusual cases within the EX series was a character called Hayate, a young Japanese swordsman. He appeared as a newcomer in EX 2, but was mysteriously removed from the updated version of the game. The PS1 port returned him to the roster as a secret character, but after that, he never appeared again (and was the only character from EX 2 to not return for EX 3). There was a persistent rumour that he had been killed off between the two games, but no, he simply vanished entirely without a trace.
A potential explanation for Hayate is that Capcom removed the character because they couldn't sell EX 2 in Korea due to that country's hatred of samurainote The same reason Namco created Arthur, a blond British totally-not-a-samurai, to replace Mitsurugi in certain versions of Soul Calibur; he does stay around in another way, as his Super Combos were given to Garuda as his Meteor Combo.
In Apollo Justice: Ace Attorney, where did all of Phoenix's friends go in the past seven years? The only characters from the first three games that show up are Phoenix, Ema, Payne, and the Judge (and, in flashback, Gumshoe and Mike Meekins).
Maya is mentioned, as is Mia, just not by name. Phoenix at one point refers to a "kid" he knows who sends him Samurai series videos tapes and he again mentions a "Girl" he once know who Trucy reminds him of. Guy Eldoon, the noodle saleman, even refers to Maya at one point saying that Phoenix used to frequent his noodle stand with "That assisant girl" back when he was an attorney. Examining "Charley" in the office, prompts Apollo into talking about how Phoenix mentioned his "Chief" once.
Ema also references Edgeworth when informing Apollo that prosecutors should be "simmerous" rather than "glimmerous."
This is probably done to not spoil any cases from previous games.
Continuing from that last example, Phoenix Wright: Ace Attorney - Dual Destinies brings back some characters from Phoenix's original trilogy and Apollo's game, but plenty of characters are still no-shows: Maya has yet to return, Gumshoe is still nowhere to be seen, Ema is inexplicably absent despite her role in Apollo Justice (which chronologically takes place the year before Dual Destinies), and even Payne's gone in favor of his newly-introduced younger brother.
Phoenix does read a letter from Maya (which was delivered by Pearl) in Case 5.
Mortal Kombat: All of the characters from Special Forces and Mythologies: Sub-Zero who haven't appeared in a Fighting Game before (Sareena had a playable appearance in a portable version of Deadly Alliance called Tournament Edition) didn't made the cut for Armageddon.
Except Sareena's two partners in Mythologies; they appear in Konquest Mode of Armageddon as minibosses.
Tremor later resurfaced in playable for the PS Vita release of Mortal Kombat (2011) due to immense fan demand, however.
In World of Warcraft, Calia Menethil, heir to the throne of Lordaeron, disappeared without trace shortly before Warcraft III. It is speculated that she has taken the name of Calia Hastings and is currently working for the Stormwind SI:7 spy agency, but this is based solely on the One Steve Limit.
If Calia Hastings was the missing Princess of Lordaeron, she's either dead, or double-dipping in this trope since the destruction of Theramore just prior to Mists of Pandaria.
A Q&A with Warcraft's creative devs had them answer all "where are they now" questions with a general "we have plans and don't want to spoil them" answer.
In the RPG books, Brann Bronzebeard lampshades this, briefly mentioning that he's not sure where Calia is and that he'll have to look into it.
Also a large number of NPCs in World of Warcraft: Cataclysm. Overlaps with Never Found the Body in some cases.
The black dragon Sabellian, as the only one of his race who doesn't seem to have a problem with the player races, is conspicuously absent from all the events surrounding the return of his father Deathwing, the destruction of the rest of the black dragonflight as incurably corrupted, and the birth of his uncorrupted brother Wrathion. Possibly he decided he wanted no part of the whole thing and just stayed in Outland. It was later confirmed that Sabellian is still alive and Wrathion simply doesn't know about him.
Though Tawna does reappear as a playable character in the DS game Crash Boom Bang!. The game manual states that she's dumped Crash for Pinstripe Potoroo.
LEGO Island was hit with this hard. Let's see, we had Captain D. Rom, Enter and Return, the Funbergs, Polly Gone, Studs Linkin, all of the flying Legondos (excluding Jack O'Trades), and the two workers.
Dynasty Warriors 6 was notorious for cutting some of the roster and relegating twenty-four of the remaining forty-one characters to "Free Mode only" (having no Musou Mode storyline and cutscenes, though its PS2 re-release converted six of them to Musou Mode, for a total of twenty-three Musou Mode characters and eighteen Free Mode only), but in Dynasty Warriors 7 when all of them were brought back except Zuo Ci and Pang De. The former was an inconsequential Daoist mystic, but the latter a notable warrior who'd participated in several key battles and brought his own coffin to his final military campaign ("win or die," literally), only to not be mentioned at all in the game, which KOEI explained was due to "certain storyline constraints" (namely, that they didn't have room for him in the direction they were taking the story). In a subversion, however, Pang De reappears in Xtreme Legends, which made it look like the trope was a harbinger for his eventual return.
Samurai Warriors has an egregious example with Goemon Ishikawa, who has never been seen again after the first game. And after the second game, Musashi Miyamoto and Kojiro Sasaki never appeared either. However, along with Zuo Ci, the three are still present in Warriors Orochi.
The heroes of Might and Magic 3 disappeared without the games ever quite explaining how they went off-course, or even if they did. They just... didn't arrive on XEEN, and when they next showed up (in Might and Magic 7), all they said was that they'd been looking for the Ancients for some time. Of course, they did return, so it isn't a clear-cut example of Chuck Cunningham Syndrome.
General Vladimir, who was an important supporting character in Command & Conquer: Red Alert 2, is nowhere to be seen in Yuri's Revenge, the game's expansion pack.
Dragon halfling Halfas in Dragon Valor is nowhere to seen chapter five, despite the fact that his actions drive the plot of chapter four (either killing the Sacrificial Lion or cursing the character to die in a month).
The Wave Race series has the four races from Wave Race 64 appear... except for Miles Jeter, who just didn't come back without an explanation.
In Advance Wars: Dual Strike, Flak and Adder are completely absent from the story, though they are playable after you beat the campaign. This may have been because of how similar they are to newcomers Jugger and Koal, who have actual bearing on the story.
Loading the first pre-made neighbourhood included in The Sims 2, the player is greeted with a short slide show which informs them that this particular neighbourhood's story picks up twenty-five years after that of the default neighbourhood in the first game. Members or descendants of four of the five original base game families are there (as well as one or two of the families from later expansion packs). But Chris Jones and Melissa Smith (a.k.a. Chris and Melissa Roomies), who were at least as important and popular with the fans as the other characters - they're simply not there, nor do they even turn up in later expansions as some others eventually did.
Final Fantasy VI: Most of the first half of the game is spent working with the Returners, including the old man Arvis who's the first non-Imperial you speak to and Banon, their leader. You last see the two of them in the ruins of the Imperial capital, Vector. Kefka's ascension and the destruction of the world might have killed them, but they're simply never seen or mentioned again.
In the Kingdom Hearts series, we've got a whole world that is permanently retconed out of series: Deep Jungle. This is justified, as Disney could no longer secure the rights to the franchise. Considering that it was one of the most hated worlds, no one really called. In the dreams at the beginning of Kingdom Hearts II, when Jafar mentions that Sora's found a Keyhole, the resulting scene is Sora sealing the one for Agrabah (after Jafar's defeat), when he actually said it after the one for Deep Jungle is sealed.
Elora from Spyro the Dragon was a major character in Spyro 2: Ripto's Rage! but only got a cameo at the end of Spyro: Year of the Dragon. After that she's suspiciously left out of every other title in the "classic" line, aside from popping up on a trading card in Spyro Orange, despite the fact the others (even Bianca) became Ascended Extras. There were plans on include her in two games but she was excluded.
In the ending of the Decepticon version of the DS game for the 2007 Transformers movie, the player's last words imply that Megatron is the only Transformer still alive. While all of the Autobots and most of the Decepticons are killed on screen, Brawl is never seen again after he kills Ironhide.
It has been three games since Assassin's Creed 3 (five if you count the two spinoffs of Black Flag), and we still don't have the slightest idea what became of Connor after the end of the American Revolution. The last we see of him is a melancholy postscript with Davy Crockett.