Tools of Characterization
Characterization in Time Bandits
Clothing
Kevin starts out with his regular-kid clothes and a bathrobe, though that changes into Greek robes in Greece (natch) and a tuxedo on the Titanic, reflecting his various adventures. The dwarves have this sort of steampunk pirate thing going on. Robin Hood is in green, Napoleon has a silly hat, and Evil wears a bone-and-crimson robes ensemble straight from the imagination of H. R. Giger.
Basically, what these characters wear lets us know not only where they are from, but also what stage of the story they're in, and what their overall intentions are.
Actions
The dwarves commit robberies. Napoleon conquers Europe. Robin Hood gives gold to the poor. Evil plots to rule the universe. And Kevin is perfectly happy taking it all in and appreciating the experience of traveling through time. "It's what I do that defines me," says one of our favorite superheroes, and the folks in this film are pretty well established by their actions.
This is particularly true when it comes to the individual dwarves, who exist largely as a mob but whose own personalities are defined by a few very precise actions. Vermin eats, for example, while Wally is always willing to pick a fight. These actions are fast ways of conveying who the characters are without spending a lot of screen time on them.
Dialogue
Evil delivers lots of monologues of the "soon I shall rule the world" variety. Randall explains his various get-rich-quick schemes in greedy, glowing terms. Agamemnon is gentle and fatherly, with a quiet ruthlessness. ("All three are to receive summary executions.") There's nothing better than dialogue to tell us what the characters are thinking.
Location (Time and Place)
Most of the characters are bound to a specific location and point in time: the brave warrior Agamemnon can be found in Ancient Greece, while silly lovers Pansy and Vincent cavort amid the aristocracy of the Middle Ages and on the sunny decks of the Titanic. The dwarves, Evil, and the Supreme Being, on the other hand, exist outside of time and place, so their personalities seem a lot less bound by those factors. (Lucky for them, too. None of them exactly blends into a crowd…)