Families should work, but it may be even easier for you to use one sprite with multiple animations inside it. All your character animations.
Which animation is playing is determined by which character was chosen. It sets the animation to that character, and all the events still work because they all look at the same sprite. It just has a different animation playing.
If you have something that changes the sprite's animation, it would check what sprite was chosen before setting which other animation to switch to. Walk1 or Walk2 which can be set like
[Set Animation to "Walk" & CurrentCharacter]
which would assemble the name of the animation with that chosen variable as part of the name.
oops, Guizmus beat me to it.