Sephiroth (Final Fantasy VII) - In as much as one could describe anyone as an archetypal psychopath, Sephiroth is an archetypal psychopath. Mood swings, violence, and a mother complex to put Oedipus to shame, he has it all. And now he's gone into childcare.
Riku (Kingdom Hearts) - A victim of circumstance of the highest order. Lady luck didn't so much as turn her back on him when she lead him to Sephiroth as hurl him screaming in the opposite direction. He could have been such a nice boy with the right guidance.
Dio (Last Exile) - It's probably hard when you fall, quite literally, from the lap of aristocratic luxury into the real world. It's probably worse when you're caught by our protaganists. The outgoing, cheerful, if somewhat unbalanced Dio fitted into this group rather better anyone in their right mind should.