The Big Bad Wolf is a bit harder a case. Technically, unless there's some Negative Continuity at work, it's unlikely it's always the same wolf, but he can be seen as an unvarying Character Archetype cast in various role, rather than various similarly named characters.
In Hungary, "Aranyhaj" ("Golden-Hair") can refer to Rapunzel, Goldilocks, and various Hungarian fairy tale heroines. The Russian equivalent "Zlatokosa" is a rather similar case.
There is more than one Goldilocks. It can refer to either the Goldilocks in "Goldilocks and the Three Bears" or the heroine of Madame d'Aulnoy's "The Story of Pretty Goldilocks," a princess who holds Engagement Challenges.
In French, their names are different. The more famous Goldilocks is called "Boucles d'Or", while d'Aulnoy's Goldilocks is called "La Belle aux cheveux d'or".
Among French fairy tales, many names are reoccurring. Aimée can be either the heroic princess of Madame d'Aulnoy's "The Bee and the Orange Tree" or the villainous princess of Madame Leprince Le Beaumont's "Aurore and Aimée."
Madame d'Aulnoy has two princes by the name of Chéri. One appears in "Finette Cendron" and the other appears in "Princess Belle-Etoile." There is also a Madame Leprince Le Beaumont story called "Prince Chéri."