The way Corcoran is so fiercely protective of Annie is enough to warm anyone's heart. Especially the way she reciprocates - here is a girl who has been horribly abused, prostituted, neglected, and who has suffered great loss, but she warms to Corcoran and shows great affection to him. Anytime they hug brings a lump to this Troper's throat.
The scene where Corcoran is tortured but absolutely refuses to give up Annie combines this with absolute horror.
And now there's even more horror: It's become clear she has a serious case of PTSD, and the only way she knows how to relate to men is through sex.