Jacks of All Trades

Jack Frost

The first of the three Jack brothers, and the most well-known demon in the Megami Tensei franchise. He's so beloved that Atlus has adopted him as their company mascot. His popularity has seen him appear in Atlus games outside of the Megami Tensei universe, as he's been seen in games like SBK: Snowboard Kids and Etrian Odyssey II: Heroes of Lagaard, both on the Nintendo DS.

Pyro Jack / Jack O'Lantern / Jack Lantern

He's the second of the Jack Bros., and is almost as common to see in the Megami Tensei series as Jack Frost himself.

Jack Skeleton / Jack the Ripper / Jack Ripper

The third, and lesser-known of the three Jack Bros. In the U.S. version of the Jack Bros. game, Jack the Ripper's name was changed to Jack Skeleton...Probably to avoid controversy of one of the playable characters being a famous murderer.

Black Frost

Making his debut in Shin Megami Tensei: Nocturne, Black Frost was a Jack Frost that went to the Vortex World in order to gain power, and turned evil and corrupt in the process. After defeating him in Kabukicho Prison, he turns back into a normal Jack Frost.

King Frost

Though his debut was in Shin Megami Tensei II, where he freezes Holy Town, King Frost is most well known in the 'States for his appearance in Persona 3.

Icy Ace / Frost Ace

Icy Ace (named as such due to character restrictions on the GBA) is a regular Jack Frost that believes that he is a superhero. The more notable appearance of him, where he appears as Frost Ace, is in the Nintendo DS release, Shin Megami Tensei: Strange Journey, where a Jack Frost is looking to avenge his father's death. Give this Jack Frost an Ice Vest and he transforms into Frost Ace, making him available for fusions when your level is high enough.

Lucifroz / Lucifer Frost

Lucifer Frost is basically supposed to be a humorous combination of the series' mascot Jack Frost and the recurring antagonist and/or ally in the series, Lucifer.

Demoniho

Demoniho is named as such since it's a Jack Frost inside of a Demonica suit. You need to type in a password to unlock him in the game.

Raiho Kuzunoha

Raiho is a Jack Frost that fused himself with a basho uniform in hopes of becoming Raidou Kuzunoha the XV. However, after his fusion with the uniform, he decides that Raidou is too small of a title, and that he will be known as Raiho Kuzunoha instead. Calling him "Raihee" instead will result in him attacking you.

Petit Frost / Mini Icy

I don't know much about Petit Frost...Except it has Frost as a last name, and it pretty much appears to be a smaller version of Jack Frost. It also appears in the DemiKids games as Mini Icy.

Lemon Frost

Lemon Frost, is one of the Frost Five in Soul Hackers. In the Devil Children series, along with Strawberry Frost and Melon Frost, Lemon Frost is part of the Frost Trio.

Melon Frost

Melon Frost, is one of the Frost Five in Soul Hackers. In the Devil Children series, along with Strawberry Frost and Lemon Frost, Melon Frost is part of the Frost Trio.

Strawberry Frost

Strawberry Frost, is one of the Frost Five in Soul Hackers. In the Devil Children series, along with Lemon Frost and Melon Frost, Strawberry Frost is part of the Frost Trio.

Milk and Curry Frost / Milky Frost

Milk and Curry Frost or Milky Frost, is one of the Frost Five in Soul Hackers. He, along with Blue Hawaii Frost, is eventually kicked out of the group and the others become the Frost Trio.

Blue Hawaii Frost / B. Hawaii Frost

Blue Hawaii Frost, is one of the Frost Five in Soul Hackers. He, along with Milky Frost, is eventually kicked out of the group and the others become the Frost Trio.