I've a two-pronged solution to this. It worked for me in a lesser-but-similar situation to yours, but I don't know your players, so your mileage may vary.
Story time: A player told me that he was planning a new character, because he considered the current one "done" - He'd already imagined all the situations in which that character's skills would be of use, or which which its personality would develop and change, and felt that there was no point in continuing to play the character anymore if it wouldn't result in any new experiences for him. He therefore wanted to create a new one.
"Hang on," said I, "By that logic, won't the same thing happen with your new character, and the one after that, and every character you ever come up with? If you can just imagine all possible situations a character can be in, why bother to roleplay at all?"
My player thought for a bit, then came back with the response: "Because I can't predict everything, and because seeing my character come to life in situations I didn't expect is the payoff."
He then decided to stick with his existing character a while longer, and I resolved to ensure more complicated and unpredictable situations came up in play. It's now been years since then, and he's stuck with the same character ever since.
So, the first prong of my two-pronged answer: Talk to your players, and try and figure out why they're making so many characters. Listen to what they say, even if you disagree with it, and plan your solution based on that. If they just enjoy creating characters in hypothetical space, perhaps suggest that they do that as a side activity and not use the new guys they come up with in your campaign. If they find themselves continually dissatisfied with their characters, try and investigate why that is; There may be a problem with the system or campaign that makes continually making new characters a necessary thing. If they tell you that making new characters is a necessary survival tactic because the old ones keep ending up with criminal records or enemies as a results of events, perhaps you should reconsider the way you assign consequences to actions in your campaign. And if, like my player, they simply didn't realise that their actions weren't actually addressing the perceived problem, you have an opportunity to talk it out and set things straight.
Oh, and the second prong: Be creative. If your players really do believe that they're imagining every single situation which could arise in play, it's likely that you're not going too far outside whatever they expect "the norm" to be. The solution is to occasionally introduce unexpected situations and twists that require them to adapt and come up with creative solutions. A lot of GMs reccomend politics for this, but even unusual physical obstacles ("There's a deep pit filled with water and lined with inaccessible alcoves, and the only way in is a small hole over the center of the pit" or "There's an invisible field that permanently alters the direction of gravity of anything that passes through it by 90 degrees") can work surprisingly well.