Captain Price

In Call of Duty, Captain Price, has recently been recruited by the Special Air Service (SAS). He is the player's squad leader for the British missions in the game. At one point in the game the player, as the American Airborne soldier, must save Captain Price and Maj. Ingram, who are being held captive in a German controlled manor in Austria. Later in the game Captain Price is sent to infiltrate the Battleship Tirpitz disguised as a German naval officer where he is believed to be killed.
                                                                                                                                                                                                                                                                                                                                                   

Captain Price as he appears in Call of Duty 2

In Call of Duty 2, Price returns as your commanding officer, this time as part of the 7th Armoured (Desert Rats). These events happen at the same time as the events of COD, making it highly unlikely that it is the same Captain Price throughout the games.

Call of Duty 4: Modern Warfare also features a cigar-smoking character named John Price who is strikingly similar to his WWII namesake(s?), and who, like the Price of the first game, is a Captain in the SAS. It has been proposed that he may be a descendant of the original Captain Price. He is wounded close to the very end of the game, and as the player is extracted by a helicopter he is given CPR, but does not stir. COD4's Price is voiced by Billy Murray. It is now known that he will appear in Modern Warfare 2.