Walter
Peanut
José Jalapeño on a Stick
Bubba J
Sweet Daddy Dee
Melvin the Superhero Guy
Achmed the Dead Terrorist

Other characters that Dunham has voiced include a miniature puppet of Peanut's, which turns out to be a small version of Dunham himself, and an unseen worm inside a bottle of tequila, both of which he has used, for example, in his appearance on A&E's An Evening at The Improv.