Because you like Max Payne in Max Payne
Omar Little is a pretty chill guy, as long as you can forgive the stealing and killing people. See them in The Wire.
Rayman is a fearless hero who flies into action with a propeller on his head and a smile on his face. See them in Rayman.
An underdog with nothing left to lose, Donnie Creed has everything to prove. See them in Creed.
Django was once a slave. Now that he has a taste of freedom, he understandably wants a full meal. See them in Django Unchained.
Blade has all the cool vampire powers with none of the weaknesses. Definitely not a guy to pick a fight with. See them in Blade.
Ezio Auditore Da Firenze is a little short-tempered, a lot fun-loving. See them in Assassin's Creed Series.
Clank is the quintessential rational, intelligent robot sidekick. See them in Ratchet & Clank.
Riggan Thomson is a washed-up movie star running from his inner demons. Alas those inner demons look just like the superhero he used to play. See them in Birdman.
Beware! Anton Chigurh carries a coin with him, which he forces his victims to flip to decide whether they will live or die. See them in No Country for Old Men.
Loyal to his family and associates and distrustful of anyone else, Tony Soprano is a good guy to have on your side. See them in The Sopranos.