I have little time so I just plow through it in no particular order:
Link - Here's a guy simply tossed into the fray and has to keep on pushing to fullfill the objectives placed in front of him to save the world... or stop Navi from nagging.
Wander I agree full-heartily with for all reasons mentioned.
Max Payne - Bastard lost his family to junkies, then get's framed... at some point I'd snap for sure... Also, surviving on pain-meds gives him extra creds.
The prince - kinda like max payne. Has to travel through time to correct every mistake only to have it blown up in his face again.
Sam Fisher - First a superspy with a strong stomach, uncovering all kinds of strange ploys by terrorists and governments alike, then loosing his daughter and finally being hunted down by the same people he worked for... damn!
Samus Aran - Like link, usually tossed into some hostile situation or place without much guidance and then have to figure it out with whatever strength or tools she can muster.
Faceless world war heroes. I know, some events are even more unrealistic then the people portrayed above but seeing the horrors and action the real soldiers had to endure and keep on going... Some of the stronger events even manage to be on-par with Band of Brothers...
Have to go home, you owe the rest of the list from me.
The Doctor will see you now
Promoting Lesbianism --> 
