Marvel and SHDb both have comprehensive alphabetical lists of characters found in Marvel comics. The character names listed on Marvel's website link to digital comics where that character appears.
For each character on the list, Marvel provides a selection of individual issues as well as full series that the character has appeared in.
SHDb is a user-driven database. Most of the information found on this website is uploaded by fans. As such, some characters who do not appear often or who have only appeared once may be sparsely documented. Very popular characters, such as Captain America, have a detailed list of statistics regarding their powers, identity, history and other facts.