Stories developed through multiple songs/albums

Do we count the Big Bopper as a character, or is he a performer?

If we think of Lubbock deejay Jay P. Richardson as the performer, and the Big Bopper as a character he created, then the Big Bopper “appeared” in several Fifties singles (including “The Big Bopper’s Wedding”), though none were as successful or popular as “Chantilly Lace.”

One of my favorite people, the great, if uncredited, songwriting genius, Tom Paxton has his Annie* trilogy:

Has Annie Been in Tonight?
Annie’s Gonna Sing Her Song.
When Annie Took Me Home.

*totally unrelated to my user name, but a nice coincidence!