Which fictional villains do you sympathize or identify with? Situations in which one or more of the following is true do not count:
I. The supposed villain turns out not to be villainous at all.Magneto is a popular choice, and Ilya Somin makes a good case for Gordon Gekko. I never understood what people had against Captain Ahab, but I'm an odd duck. I recently rewatched The Piano and found myself sympathizing, against my will, with the cuckold.
II. [You] sympathize with the villain because [you] disagree with the story's ideological message.
III. The villain isn't really responsible for his actions.
IV. The villain turns out to be the lesser of two evils.
Most modern horror movies expect the audience to identify with the homicidal maniac, not with the hapless victims. Witness the evolution of Hannibal Lecter. The author and filmmakers introduced some elements of IV, but only after witnessing the massive positive reaction to the unsoftened Lecter character.
With respect to cinema villains, it's hard to divorce the actor from the role. Would Harry Lime be appealing in the least without Orson Welles's charismatic and jaunty portrayal? Would I so dearly love Richard III with anyone but Ian McKellen as the lead? (I refuse to watch any other version.) I often root for the villain in films but admit that it is nearly always because the villain is played by someone attractive. Casting directors seem to think that British accents convey evil, but sex trumps morality in the fictional realm.