From the adventuring side, Telltales games choices carry over a la Mass Effect & Dragon age

Immortal Throne is an expansion, so that may be the case.

Console example: Gamecube and Wii: Fire Emblem and Tales of Symphonia games.

Thanks for all the suggestions everyone. I'll give them a try if I haven't already.

As for the console ones, unfortunately, I do not have console systems that are compatible with newer games. I have an NES and SNES only. ^_^

I'm pretty sure that was possible in Bard's Tale 1-3.

The Quest for Glory series is another good example. There are five games in which you can use the same character. You even get the opportunity to change your class. However, you're responsible for training your own skills, which means it's beneficial to train up your main skills so that you'll have an easier time in the next game, though not investing much time in training will not handicap you.

No problem, the words you're looking for are "games with save import". I can't find anything else on google with that.

You could import saves in the old gold box D&D series.

Yeah, I was just about to mention the SSI Gold Box Krynn games (Champions of Krynn, Death Knights of Krynn, Dark Queen of Krynn). Each of the two latter ones could import the saves from the former one. Maybe the other Gold Box games were the same, but I only really played the Krynn ones.

Yeah, they had it between Gateway and Treasures, and you could pull your party from Radiance all the way to Darkness.

I can't remember now if my run through them if I'd managed to keep the party all the way or lost my saves before Secret of the Silver Blades.

afaik, no

http://www.gamefaqs.com/pc/552350-icewind-dale-ii/answers?qid=247746

Eye of the Beholder trilogy can be played through with same party.

cmdr posted the link. i used it and it worked flawlessly. i started my game in august 2012. still not finished, barely started TOB
166 hours of gaming and another 30 for tob.

the mod will make it a huge game!

This is an awesome tool for game series that are preferably played as one or through a marathon, it's a pity it's so rare and it's a non-official workaround as well.

If I remember correctly, in dragon wars you could import bards tale characters