We ask a lot of our heroes; they have to perform death-defying acts, suffer heartbreaking losses and still have a funny quip to say at the end of it all. A regular person wouldnt be able to handle half that amount of stress, so no wonder a few of them can crumble under the pressure.
Its a surprise, then, that so few movies include the hero suffering from the mental trauma of their adventures, as this always makes for rich storytelling. It will make the audience more sympathetic to the heroes plight, as well as giving the actor a chance to add some depth to the character. As long their issues are handled tastefully and tie naturally into the story, theres no reason to avoid exploring it (it'll certainly get the more thoughtful critics on side).
When films are brave enough to tackle things with a sense of realism though, it's very exciting. This sort of thing can be played for drama or (dark) comedy depending on the narrative, with some actors choosing to play it subtle while others go wildly over the top; which it turns out can be a good or bad thing.
10. Gary King - The World's End
If you were to describe Gary King as an a***hole, then Simon Pegg would disagree with you. Even if the description sounds fair - he's selfish, lazy and manipulative - Pegg thinks of him as someone who is deeply troubled and basically crying for help. And that's kinda fair. Gary is full of self loathing and disappointment over how his life has turned out, to the point that hes attempted suicide. He's a man who refuses to grow up as he was only truly happy when he was young, feeling his last shot at redemption is to complete the epic pub crawl he failed as a teenager. Yet over the course of the night he realises hes no longer the cool, funny guy his friends knew at school, while his attempts to mask his emotional crisis look increasingly desperate. Pegg manages to make the character likeable despite his many flaws; he's clearly working through some severe self-esteem issues throughout the story. Hes still a bit of an a***hole though (sorry Simon).