This is surprisingly hard to think of. My brain wants to name major characters. The problem is the fact that the roles are so small that they're easy to forget in the grand scheme of things.
The Overseer in Fallout 1 was great.
I think he was well done for his role in general, but one unique ending for the game and this
made his character awesome.
There's also the guy with a low intelligence in one of the towns who, if you have a low intelligence as well, you can have a politely mannered conversation with in-depth.
Also. The crazy dude in the church, way later on, that makes a reference to "I Don't Want to Set the World on Fire." It was worth going back to the messages log to read the full conversation with that guy (the game kept skipping to the last line). :D
In Mass Effect, beyond what I saw pointed out earlier, there was a turian at Noveria. Not very important, but the writing was entertaining. There was also Leeroy Jenkins, way back at the beginning, and the crazy man who was foretelling everyone's doom shortly after.
A lot of the minor characters in BioShock were well done, they had individual stories that helped portray different perspectives of what had happened and often went beyond one audio diary.
Also, in BioShock 2, Mark Meltzer was great - if you had the viral campaign's backstory.
The despairing hero/soldier guy in Demon Souls - he's extremely cynical, sits at the first stone. It appears that his lack of will, or his general inaction, causes him to lose his life/soul/existence.
In Dark Souls, the first knight you meet during the introduction.
Ish in The Last of Us. Tommy, Marlene, Tess. Sarah was well done.
Rattmann in Portal. Where would the cake meme be without him? ;]
The corrupt spheres in both games were great, too.