There is one main character in "The Pit and the Pendulum"--the unnamed narrator who is the recipient of the torture. The captors of the narrator appear briefly, but indirectly. A trapdoor is opened and a light shines down on the narrator, so we can assume that his captors or a guard is checking in one him.
Other minor character are the rescuers at the end of the story, but they are only mentioned very briefly. You could also consider the rats as characters--they help the narrator achieve his goal of getting untied from the bench. The pit is such a strong force that it could be considered a character as well.