I can't say I really felt sorry for Lina, but I was glad she turned out not to be the stereotypical dumb blonde, and loved the scene where she pulled out her contract and told R.F. what's what.

Over the years, I ended up feeling sorry for Alex in Notorious, even though he and his mother were poisoning Alicia. That poor guy never had a chance, under the thumb of an obsessive, controlling mother his whole life.

Interesting question, though, because I think it takes a really good actor to pull off a complex, nuanced villain, and, generally speaking, I think a lot of villains in classic films were pretty two-dimensional.