I'd almost forgotten about these – I read most of Sadler's entries as they came out and loved them as a teenager – cool concept too. Maybe I stopped after Casca: The Pirate; I can't recall.
If you are unfamiliar with them, Casca Longinius was the Roman soldier who gave the death blow to Jesus on the cross. As punishment, Casca must live on eternally as a soldier. Sadler then takes Casca through various historical conflicts all the way up to today. Casca, of course, has loves, families, and can never truly be killed for long. The "hell" is that he keeps coming back and never finds peace, his wives often die of old age, while he remains unchanged since the crucifixion, etc, etc. Fairly quickly, he learns all the world's languages and becomes a most proficient killer, having served in most (probably all wars by this point) in history.
I'd read a couple by other authors since then, and they were pretty bad. Let's stick to the originals:
The Eternal Mercenary (Book 1, 1979)
God of Death (Book 2, 1979)
The War Lord (Book 3, 1980)
Panzer Soldier (Book 4, 1980)
The Barbarian (Book 5, 1981)
The Persian (Book 6, 1982)
The Damned (Book 7, 1982)
Soldier of Fortune (Book 8, 1983)
The Sentinel (Book 9, 1983)
The Conquistador (Book 10, 1984)
The Legionnaire (Book 11, 1984)
The African Mercenary (Book 12, 1984)
The Assassin (Book 13, 1985)
The Phoenix (Book 14, 1985)
The Pirate (Book 15, 1985)
Desert Mercenary (Book 16, 1986)
The Warrior (Book 17, 1987)
The Cursed (Book 18, 1987)
The Samurai (Book 19, 1988)
Soldier of Gideon (Book 20, 1988)
The Trench Soldier (Book 21, 1989)
The Mongol (Book 22, 1990 — published posthumously)