Stay Puft Marshmallow Man appeared in the 1984 movie called Ghostbusters. He was originally the vessel used by Gozer the Destructor to destroy the world in Ghostbusters but became a ghost in its own right shortly afterwards (despite having been blasted in the film), and also appears in the Ghostbusters video game.
The Stay Puft Marshmallow Man has varied in the series from a villain to a hero but rarely displayed the same level of malevolence as it did in the original film - perhaps due to the fact that it was no longer fully controlled by Gozer, the most noticeable examples being in The Real Ghostbusters.