The last time was from 1801-1825, Thomas Jefferson, James Madison, and James Monroe. In 1800, Jefferson won the presidency as the incumbent vice president, after having challenged the sitting president in a tied election that was decided on by the House of Representatives. However in 1804, Jefferson easily defeated his Federalist opponent in a landslide Electoral College vote. Jefferson's secretary of state, Madison, was the heir apparent and defeated his Federalist opponent in 1808. In the midst of the War of 1812, the incumbent administration was reelected. Madison's secretary of state, Monroe, was to run in 1816. See a pattern. Monroe defeated the Federalist candidate in 1816 and in the Era of Good Feelings had no opposition in the 1820 election. The Federalist Party didn't have any power after their opposition to Mr. Madison's war which became very popular after a late surprise victory by General Andrew Jackson in the Battle of New Orleans, which took place in a time long before twitter and other instant forms of communication. So the three presidential terms back to back all from the same party the Democratic-Republicans which eventually splintered in the 1824 election leading to the formation of the Democratic Party and Whig Party.
After that political realignment, only Andrew Jackson was reelected to a second term. Once the Republican Party came into power, Abraham Lincoln, Ulysses S. Grant and Grover Cleveland would get reelected. Lincoln was assassinated early in his second term and Cleveland's reelection was separated by another president's term, so Grant was the only one to complete two full terms back-to-back. During the progressive era, William McKinley and Woodrow Wilson were elected to two terms. McKinley was also assassinated early in his second term, whereas Wilson served two full terms. Theodore Roosevelt and Calvin Coolidge finished the term of their predecessors, but got reelected to the office in their own right. In the New Deal era, Franklin Roosevelt, Dwight Eisenhower and Richard Nixon were elected to two terms, or for Roosevelt 32 he was elected to four terms. Roosevelt 32 died in office, early in his 4th term and Harry Truman finishing the near full term and then being reelected to the office in his own right in 1948. Eisenhower served full terms. Lyndon Johnson finished John F. Kennedy's term after being assassinated in 1963. Johnson 36 was easily reelected in 1964 to his own full term. Nixon resigned during his second term in 1974 facing impeachment for covering up the break-in at the Democratic National Committee headquarters in the Watergate building. Gerald Ford took over.
Ronald Reagan won reelection and completed his second term, the first Republican since Eisenhower to do so. President George Bush wasn't so lucky in 1992 when he was up for reelection, becoming the first Republican incumbent to lose since Ford in 1976. So when William Jefferson Clinton was elected in 1992 and reelected in 1996, he became the first Democrat since Roosevelt 32 won reelection. After George W. Bush won reelection in 2004, he became the first Republican since Reagan to win reelection and complete his term. Clinton and Bush 43 were the first full two term presidents, back-to-back since the 1801-1825 period of Democratic-Republican rule. Clinton and Bush 43 are of course from different parties.
Now with Obama's reelection a possibility this Tuesday and the completion of the term, a pointless president pfact will be achieved. If he loses to Mitt Romney, Obama will be the first incumbent Democrat to lose since Jimmy Carter and I'm sure the far Right will remind everyone of that fact. He'd also be that first incumbent president since Bush 41 to lose reelection. Here's waiting until January 20, 2017 to see the PPP fulfilled.