Because you like Thomas "Tommy" Vercetti in Grand Theft Series
Born and raised in the darkness, Bane is determined to have the city totally under his control so that he can demolish it. See them in DC Extended Universe.
Omar Little is a pretty chill guy, as long as you can forgive the stealing and killing people. See them in The Wire.
Keeping your cool is just as useful in the underworld as in war, and Michael Corleone is stone-cold. See them in The Godfather.
Boomerang is equally skilled at tossing boomerangs and tossing back beers. See them in DC Extended Universe.
Sideshow Bob is a bitter ex-performer who was forced to do inhumane stunts for slapstick comedy. Now he's exacting revenge on his former boss, a clown. See them in The Simpsons.
Just call Jeff Lebowski The Dude. Or His Dudeness, Duder, or El Duderino if you're not into that whole brevity thing. See them in The Big Lebowski.
Turanga Leela is the daughter of two mutants who live in the sewers below New York City. See them in Futurama.
Frank West enjoys the adventure that comes from his work. But a zombie outbreak might be a little too much even for him. See them in Dead Rising.
Tony Montana makes up for his language barrier with his immense skill at cursing as loud and effectively as humanly possible. See them in Scarface.
After alien Haruko rides in on her Vespa, giant robots spouting from Naota Nandaba's forehead soon become the least of his worries. See them in FLCL.
Charismatic, sociopathic, and dramatic, Charlie Bronson wants nothing more than to be famous. See them in Bronson.