I love stories about dark heroes: characters that do good, but whose methods are harsh and violent. Basically the antithesis of Captain America. The bright hero story is usually a good guy that always does the right thing, even when it compromises the mission.
Probably the most mainstream dark hero is Batman. I was a huge fan when I was a kid. Especially the Frank Miller era, like Year One and Death in the Family, where Batman is basically a criminal that follows a code to just target other criminals. The trouble with Batman is that his stories, however dark, are confined by the cultural norms of comic books. I have mostly enjoyed Batman on film, but even there, the legacy of the comic books hinders the portrayal on film.
Enter Mad Max. Maxwell Rockatansky’s begins as a cop who is conflicted over the violence of his job. The iconic “Special Interceptor” is a bribe from the police captain to get Max to stay on the force. He tells his captain that if it wasn’t for his badge saying what side he is on, he’d be no different than the bandits they are supposed to stop. When a gang kills his family, Max steals the Interceptor and hunts them, like animals. Unlike Batman, this loss doesn’t solidify him into a crusader, it has the opposite effect: he just walks away from everything. In the subsequent films, Max takes risks to help other people and losing everything in the process. He is a hero, but he never acts like one; he just does things.