Bloody Roar: Primal Fury/Extreme was for Gamecube and X-box and it had two characters that never appeared in any of the other games: Cronos and Ganesha. Ganesha turned into the elephant man and Cronos turned into a penguin, but had an ultimate form which was a phoenix.
The Dragon is Ryoho and is the final boss of Bloody Roar 4 along with Manna who is a kitsune, a little girl who can turn into a white fox. Other characters in Bloody Roar 4 are Nagi who is a half-beast, turning into a half-unborn, the unborn being a dark entity which Xion is also able to turn into; and Reiji who can turn into a raven man.
There are also some characters from the first game that never went further than that one game, such as Greg the gorilla man, Fox the fox man and Mitsuko the boar lady who is also the mother of Uriko. Though they were some of the least popular characters, I think it would be interesting to see them return on a new game where they might be redesigned to fit in better and be made cooler.