Asgard is a recurring character in the Wild Arms franchise, much like Luceid (Wild Arms). In fact, he is the only character/name who appears in every game. Asgard has different roles, depending upon which game is being discussed.
Wild Arms 1: Better known as the Earth Golem whom Cecilia Lynne Adelhyde revived. He aids her in the battle against the Metal Demons, though is mainly a defensive golem.
Wild Arms 2: Simply a force ability for Marivel Armitage, who also uses another golem called Quebley.
Wild Arms 3: Is revived by the Three Prophets and fights against Virginia Maxwell's team several times, but gains sentience along the way. Asgard is a lot more offense-based here than in his first incarnation.
Wild Arms 4: The nickname of Farmel Arianrhod due to her ability to erect defensive barriers.
Wild Arms 5: Reprises his role from the first game as a mode of transportation, and is a playable character in special instances. Avril Vent Fleur is initially discovered cradled in Asgard's hand.
Wild Arms XF: A non-sentient golem controlled by Weisheit who fights Clarissa Arwin's party several times.