Castillo is from 'House of the Dead'. He's an alchemist who discovered a way to re-animate flesh, allowing him to create zombies. He used it on himself to become undead, although he retains his intellect. He is also a skilled swordsman.
Bloody Bill is from 'Death Valley: The Revenge of Bloody Bill' (and is very loosely based on a real historical figure). He was a Confederate general who was killed by the inhabitants of a small town. He put the town under a curse that made them all into zombies under his control.