Pico/Punisher

Pico's Punisher form is hidden in the first two games, however is playable as DLC in the third game, unlike his other counterpart, who is playable in the base game of all three.

First Two Stupid Alliance Installments
He is available through the "unlock all characters" cheat code. (Up, Up, Down, Down, Left, Left, Left, Right)

Stupid Alliance 3 Story
Punisher Pico is playable in the Curse of the Vampire expansion, the characters of said expansion can be found in Shadow of Dearest in Shadowland.