I recently saw a thread going around social media regarding whether or not characters need to be good. They certainly can be, but the answer to the question is no. They don't need to be good or virtuous, but they do need to be compelling.
The reader - or viewer in the case of movies - should want to follow characters around for 300 pages (or 120 minutes) to see how things turn out. Characters can be flawed, dangerous, or downright evil. If the story is well done, we will follow their exploits to the end. Off the top of my head, here are some examples of movies/shows where you probably wouldn't invite the main characters for dinner:
Pulp Fiction
Reservoir Dogs
From Dusk Till Dawn
Natural Born Killers
Goodfellas
The Godfather
Breaking Bad
Unforgiven
Game of Thrones
Full Metal Jacket
The Wolf of Wall Street
The characters in these examples do messed-up things that most of us would never consider doing. But their exploits keep us bolted to the screen. Walter White isn't a good guy. Gunnery Sergeant Hartman drives a recruit to suicide. William Munny (Unforgiven) has gunned down women and children, but we want to see how his story plays out. I should add that flawed/evil characters still need to be fleshed-out with credible motivations for their evil deeds. No one loves flat, cartoonish characters who are evil just for evil's sake.
What are some movies/books/shows you like where the characters are less than admirable? Or is there a specific character you love who fits the bill?