Walter is an ENTP in the present universe and an ENTJ in the alt universe. His ENTP persona is my fave character of the entire show but that's because it's John Noble, an underrated actor.
Olivia, can't tell if she's an ISTP or INFJ in long-term grip. Notice how close to shadow types these are?
Peter is an ISTP, maybe.
Nina's an ETJ of some variety.