The Hillywood List

Captain Jack Sparrow (Episodes 1-15 and A Christmas Sketch: Sparrow Clause) and Will Turner (Episodes 4-15) appear most times in the series.
Other cameo appearances: Elizabeth Turner (Episode 5) and Captain Hector Barbossa (Episode 5 and Episode 11)

In addition to the previously mentioned Pirates characters, hands belonging to the Cannibals appear from offscreen in Episode 2.

Willy Wonka (Episode 1 and Episode 4)
Oompa-Loompas (Episode 1)

Edward Scissorhands (Episode 1 and Episode 3)
Haircut Dog (Episode 1)

Mort Rainey (Episode 1, Episode 3, and Episode 8)

Sir J.M. Barrie (Episode 2)

Napoleon Dynamite (Episode 2)

Beetlejuice was referenced to at the end of Episode 2, and was a character in Episode 3.

Juniper "Joon" Pearl (Episode 3)
Sam (Episode 3)

Ichabod Crane (Episode 4)
The Headless Horseman (Episode 4)

Dr. Emmett Brown (Episode 4 and Episode 8)
Einstein the Dog (Episode 4 and Episode 8)
Marty McFly (Episode 8)

Raoul Duke (Episode 5 and Episode 6)

Edward D. "Ed" Wood, Jr. (Episode 6, Episode 7, and Episode 8)
Dolores Fuller (Episode 7)

Anakin Skywalker (Episode 8 and Episode 9)
Obi-Wan Kenobi (Episode 9)
Clone Troopers (Episode 9)

Benjamin Barker/Sweeney Todd (Episode 10, Episode 11, Episode 12, and Episode 13)
Mrs. Nellie Lovett (Episode 10, Episode 11, Episode 12, and Episode 13)
Tobias "Toby" Ragg (Episode 12 and Episode 13)
Lucy Barker/The Beggar Woman (Episode 12)

The original TV show, not the movie remake:
Tom Hanson (Episode 14 and Episode 15)
Doug Penhall (Episode 14 and Episode 15)

Kyle Reese (Episode 14 and Episode 15)
The Terminator (Episode 14 and Episode 15)

Glen Lantz (Happy Hillyween: A Nightmare on Elm Street Special)
Freddy Krueger (Happy Hillyween: A Nightmare on Elm Street Special)

The Joker appeared at the end of Episode 15, since the Dark Knight special was originally supposed to be Episode 16. He later appeared in the Dark Knight Parody.
Other appearances in the Dark Knight Parody:
Harley Quinn (from the Batman comics)
Bruce Wayne/Batman
Harvey Dent/Two-Face
The Scarecrow

Bella Swan (Twilight Parody, New Moon Parody, Eclipse Parody, Breaking Dawn Parody)
Edward Cullen (Twilight Parody, New Moon Parody, Eclipse Parody, Breaking Dawn Parody)
Emmett Cullen (Twilight Parody, New Moon Parody, Eclipse Parody, Breaking Dawn Parody)
Jasper Hale (Twilight Parody, New Moon Parody, Eclipse Parody, Breaking Dawn Parody)
Rosalie Hale (Twilight Parody, New Moon Parody, Eclipse Parody, Breaking Dawn Parody)
Jacob Black (Twilight Parody, New Moon Parody, Eclipse Parody, Breaking Dawn Parody)

Previous Twilight characters reappear.
New appearances:
Esme Cullen (New Moon Parody, Eclipse Parody, Breaking Dawn Parody)
Carlisle Cullen (New Moon Parody, Eclipse Parody, Breaking Dawn Parody)
Aro (New Moon Parody)
Caius (New Moon Parody)
Marcus (New Moon Parody)
Jane (New Moon Parody, Eclipse Parody)
Alec (New Moon Parody, Eclipse Parody)
Felix (New Moon Parody, Eclipse Parody)
Demetri (New Moon Parody, Eclipse Parody)

Joan Jett (The Runaways Parody)
Cherie Currie (The Runaways Parody)
Lita Ford (The Runaways Parody)
Robin (The Runaways Parody)
Sandy West (The Runaways Parody)
Kim Fowley (The Runaways Parody)
Cherie Currie's Sister (The Runaways Parody)

Previous Twilight and New Moon characters reappear.
New appearances:
The Wolf Pack (Eclipse Parody)
Bree Tanner (Eclipse Parody)
Victoria (Eclipse Parody)
Riley Biers (Eclipse Parody)

Katherine Pierce (The Vampire Diaries Parody)
Stefan Salvatore (The Vampire Diaries Parody)
Damon Salvatore (The Vampire Diaries Parody)
Caroline Forbes (The Vampire Diaries Parody)
Bonnie Bennett (The Vampire Diaries Parody)

Harry Potter (Harry Potter and the Order of Umbridge Sketch, Harry Potter Friday Parody)
Ron Weasley (Harry Potter and the Order of Umbridge Sketch, Harry Potter Friday Parody)
Professor Dolores Umbridge is also implied to be an off-screen character.

In addition to Harry and Ron, there are also:
Hermione Granger (Harry Potter Friday Parody)
Dobby (Harry Potter Friday Parody)
Alastor "Mad-Eye" Moody (Harry Potter Friday Parody)
Tom Riddle/Lord Voldemort (Harry Potter Friday Parody)
Nagini (Harry Potter Friday Parody)
Hagrid's side also appears in the part where Harry's in the motorcycle sidecar.

Lady Gaga (Lady Gaga: Gagaween, a Halloween special based on the "This Is Halloween" song)

Previous Twilight Saga characters reappear.
Baby Renesmee Cullen (Breaking Dawn Parody)
Wedding Pastor (Breaking Dawn Parody)

Katniss Everdeen (The Hunger Games Parody)
Peeta Mellark (The Hunger Games Parody)
Caesar Flickerman (The Hunger Games Parody)

Harry Potter (So You Think You're A Wizard, in addition to other parodies)
Ron Weasley (So You Think You're A Wizard, in addition to other parodies)
Lord Voldemort (So You Think You're A Wizard, in addition to Harry Potter Friday)

Characters in The Hobbit: An Unexpected Parody - To Be Determined