In the Kane & Lynch games you play two of the most vile pieces of human filth there could possibly be.

The Misadventures of Tron Bonne

Major plot spoiler for this Square-Enix game, click to see the wikipedia page

These are my entries.

I'd like to propose a subset for games like KOTOR where it's arguable that you're playing for the bad guys, even though it's not particularly clear from the story (it's implied by one of the characters, and i'll certainly argue that, the Jedi and Sith both are rival villain factions).