He's the main character, so naturally he's in the anime and in both games. Duh.
When he was alive his name was Brandon Heat. He worked for Milennion under Big Daddy. He was trained
by Bear Walken to be a sweeper. He formed a faction with Bunji, called True Grave. Even while Harry's power was
rising, Brandon decided to stay loyal to Big Daddy for Maria's sake. When he died and became a deadman, he became Beyond
the Grave. In the first game his purpose was destroy the Millennion syndicate that he had once worked for and to stop the
man that betrayed him. The Betrayer was his former best friend, Harry MacDowell, who rose to power after Grave's death.
This holds true for the original game as well as the anime. There are differences which we will get into at a later date.
He's back in the second game to do what he does best, Kick All Types of Ass.(with new characters Juji Kabane and Rocketbilly
Redcadillac, of course)
SPOILERS : Highlight to read :
Grave was a huge fan of the ballet when he was alive. His initial job in Millenion was a ballerina.
But Big Daddy thought he would be better as an extortionist/sweeper/undead overpowered badass superhero. However, every now
and then, Grave and his OD companions Juji and Billy perform the Nutcracker around the Holidays for schoolchildren.
God I hope that Nightow isn't reading this
But really, there's no spoilers, since we learn everything about him in the anime/games.