Yep, can't forget Pocket Fighter!
Taking you very literally at "any game with Street Fighter characters applies"...
Final Fight (Cody, Guy, Hugo, Sodom, Rolento)
Final Fight 2 (Makie & Rolento, also Chun-Li and Guile make cameo appearances in the background)
Final Fight 3 (nobody but Haggar, but list wouldn't be the same without it)
Saturday Night Slammasters (again only Haggar appears, but he's borderline SF- he's Zangief's inspiration!)
Cannon Spike (Cammy appears, also a dark version of Vega)
Rival Schools (Sakura. It's also worth noting that Kyosuke crossed over into Capcom Vs. SNK 2)
Breath of Fire II (Chun-Li cameos again)
Street Fighter 2040- this was on the NES, and featured a blond guy named Ken. Whether he's our Ken Masters or not is up to discussion...