Flash Gordon is probably the first fictional character to save the world more than once.
Additional text added to improve the 'quality' of the answer as requested by comments below. FlashFlash Gordon was published in 1934 in response to the successful Buck Rogers comic strip, first published in 1929. However, it is harder to argue that Buck Rogers adventures actually saved the world. If you would like more details on either character, then I suggest a trip to Google and wikipedia are in order.