Luisa in Red Dead Redemption. She really believed that what she was doing would make Mexico a better place, that Abraham Reyes loved her, and that things would be OK after this revolution. Then she got shot, and Reyes didn't give 2 shits. I was annoyed, upset, and a little angry when that happened.
Oh, and the spider in Limbo. It's been stalking you relentlessly, and killing you in a number of painful and messy ways. But when it comes to you killing it, it looks kind of pathetic, and I felt a little bad. Thanks to bear traps and me dropping a rock on it, it was a much weakened foe, dragging itself along on its single remaining leg. Which I promptly pulled off, and then rolled its body into a pit of spikes so I could use it as a stepping stone. I felt bad about doing that, despite the many times the spider had eviscerated me.
