The Quest for Glory series let you transfer your character between games. After the second game, if you met the honor requirement, you could switch to a hidden paladin class.

Immediately inspect the door for damage. Perhaps if he climbed up the wall and ate the abandoned wasp nest, I’d let it slide.

Castelian for the NES. Absolutely terrible in every aspect. Troll level design, frustrating controls, and it cannot play SFX and music simultaneously. I rented it as a child, and I took it back to the store the same day, crying.