Neal Stephenson’s Baroque Cycle, set in the 17th and 18th Centuries, is a series conventionally defined, essentially a three-part novel with mostly the same characters in each volume. However, there is one mysterious non-viewpoint character named Enoch Root, who also appears, or appears to appear, in Cryptonomicon, set in the 20th and 21st Centuries; how this is possible, or even whether it is the same Enoch Root, is never explained.
But, what name do you call that? I have no idea.