ERB's John Carter;
Michael Moorcock's Eternal Champion;
Donovan's Universal Soldier.
These are characters who can appear in different times and places and might travel through the megamultiverse.
Holger Danske is Poul Anderson's version of such a character. The speculation about such characters was inspired by Anderson's inter-universal inn, the Old Phoenix, and by the 4N dimensions in his Time Patrol universe.
Any warrior in an old heroic fantasy might be an earlier phase of John Carter.