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 will appear in Kingdom Hearts 358/2 Days alongside Jack.

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.''

Trivia

 * In Kingdom Hearts, Sora could not directly talk to Zero since he was a ghostly illusion that only appeared when Sora was nearby. He seems to be able to be talked to in Kingdom Hearts II, though he does not say anything other than his dog bark.