I usually append numbers to animations so you can use the same actions to control all of them. All characters and their animations are in the same sprite and named walk1, jump1, for character 2 walk2, jump2 and so on
say you create a variable called select then target each animation as "walk"&select or "jump:&select
For character 1 you would set variable select to 1, for character 2 set to 2 and so on
It was suggested to me that one could use families for this too. Put all of your characters ( if each is different sprite ) into a family and then you can control all of them by using these same controls on the family.