Zero

Zero is Jack Skellington's pet ghost dog from Kingdom Hearts and Kingdom Hearts II''. He originally appeared in Tim Burton's "'The Nightmare Before Christmas'". He also appears in 'Kingdom Hearts 358/2 Days' ''alongside Jack. However, in this game, Zero appears to be a light blue as compared to his usual white appearance.

Kingdom Hearts
''Jack's ghost dog. He comes out of his grave whenever Jack calls. He's very loyal to his master and loves it when Jack plays with him.''

He loyally followed Jack in "Tim Burton's The Nightmare Before Christmas" (1993).

Kingdom Hearts II
The Nightmare Before Christmas (1993)

''Jack's ghost dog. He comes out of his grave whenever Jack calls, and never gets tired of playing fetch with his master.''

Kingdom Hearts
Zero made a rather small appearance in the first Kingdom Hearts, only as a ghostly hallucination.

Kingdom Hearts 358/2 Days
When Roxas finds Jack and Zero in the Graveyard, he is amused to see that the ghostly dog can sense the Heartless' presence around him with his nose. Showing Jack a Carrier Ghost that was hiding in one, Zero is rewarded by a happy Jack while Roxas looks on. Roxas later decided if he gave Zero a bone, the dog would reveal the Heartless' hiding places. The dog gladly complies.

Kingdom Hearts II
In Kingdom Hearts II, Zero appears yet again. Floating around in Dr. Finkelstein's lab after his re-encounter with Sora, he happily barks at the Keyblade master when spoken to.

Trivia

 * While Zero is more of a white-gray in coloration in Kingdom Hearts and Kingdom Hearts II, he is a sky blue in Kingdom Hearts 358/2 Days.
 * Kingdom Hearts 358/2 Days is the first time Zero has been shown to have Heartless-tracking capabilities.
 * Unlike in past games, Zero's movement in Days is represented by the sound of blowing wind.
 * When you ran up to Zero in Kingdom Hearts, he would disappear and you would go right through him, when he was able to interact with Sora in Kingdom Hearts II.