This is kind of a cheat but in addition to playing Jim Rockford and Brett Maverick (and reprising each some decades after first doing so), James Garner has played the role of Wyatt Earp twice. Once in the fairly serious take on the Ok Corrall, Hour of The Gun and once in the light-hearted Sunset, in which his Earp is in Hollywood as an advisor on a movie being made about him (Bruce Willis plays legendary cowboy actor Tom Mix, who is playng Earp in the movie within a movie). The two movies aren't exactly sequels, but it's a nice little bit of coincidence or continuity, depending on how you look at it.
Garner also appeared in Support Your Local Sheriff and Support Your Local Gunfighter but although both are written by the same writer and directed by the same director, he plays a different character in each. Mind you, they could still be regarded as sequels as much as Clint Eastwood and Sergio Leone's Man With No Name/ Dollars trilogy.