William Jennings Bryan, Harold Stassen, and Gus Hall all come to mind.
I would have to call on my history-buff betters, but I cannot think of a person who won the Presidency on his third or higher try. There have been quite a few who lost either at the primary or general level and then won on the second try, but after the second bite of the apple, the fruit goes sour.
Don’t forget Eugene Debs.