Hmm, I get what you're saying now, though it's still a little hard for me because I can't think of anything I've seen/read that fits the sympathy-because-of-persecution category. I have seen Megamind, but I thought it clear that he was screwed solely by fate and that his rivalry with the jock-hero was quite one-sided.

As for villains as protagonists, I feel like you could argue some urban fantasy has characters who rather straddle the line. I haven't seen much of The Vampire Diaries, but I get the impression evil brooding emo like Damon fits, and that's certainly a trope within that genre (though it's often paired with a more moral character). Armstrong's Bitten comes to mind.