In Neon Genesis Evangelion, we have Gendo Ikari, who, at the start, keeps it unclear whether he does care about his son, Shinji, and the world's safety or not. In the end, we learn that it's neither, he's just obsessed with bringing back his wife and will use any means to do it.
That's debatable - While he doubtlessly puts getting his wife back before anything else, the way he justifies his actions in episode 25 suggest that he genuinely believes that his version of the Human Instrumentality Project is the only way for humanity to survive, his final words make it pretty clear that he did care about Shinji, but happened to have the very same self-esteem issues Shinji has, and the same can be argued for Rei (given that Fuyutsuki, usually the more moral/sentimental of the two, calls him out on getting to attached to her), and he still opposes the actual villains of the show with the goal of doing what he thinks is protecting mankind, ultimately making him more of a Byronic Hero
Lelouch fits this trope to a T. How sympathetic and selfish are his goals? And does his goals justify his means of trying to achieve them?
Comic Books
This is the whole premise of V from V for Vendetta. Hero or terrorist? Or both?
In Watchmen, it's left largely up to the reader to decide whether Ozymandias' master plan was truly the right thing to do.
Same with Rorschach. He is deliberately left morally ambiguous to let the readers decide whether his extreme methods of fighting evil were necessary or not. Or whether exposing Ozymandias's plan was the right thing to do or not.
Transformers More Than Meets The Eye: Cyclonus and Whirl. The former was a former lieutenant of Galvatron, who quit his service and signed on for the quest, he's distrusted by many of the Autobots, because he killed many during his service under Galvatron. Whirl is a dangerously unstable psychotic who's responsible for the great war, teaching a still pacifistic Megatron a brutal lesson in violence, and was twice voted the Autobot most likely to defect. As the comic goes on, both get Pet the Dog moments (Issue 12 giving them separate ones to the same character), Cyclonus reveals a more soft side, and Whirl is shown to be a pitiable Jerkass Woobie who still has some severe mental problems.
Then there's the Galactic Counsel, a coalition of worlds devoted to peace. They really don't like the Cybertronians, and attack them over a misunderstanding. Such hostility is not unfounded, seeing as the war has laid waste to countless worlds, and before the war, Nova Prime's expansion involved experimenting on other planets and purging organic cultures. Rodimus regards them as fascists, but not all of Rodimus's statements should be taken at face value, how the operate among other cultures remains to be shown
Film
Bludworth, the enigmatic coroner who somehow always seems to know what is going on, in the Final Destination series.
The Old Man who is the boss of Omnitech in the Robocop movies. Even more so in the TV series.
It was implied that the elderly gas station owner from Wrong Turn may have been involved with the cannibalistic mountain men. The sequel outright confirmed it.
Literature
Discworld's Lord Vetinari is a Magnificent Bastard par none, who keeps Ankh-Morporkh's nobles in check through manipulation and intimidation. He is also a former Professional Killer to boot. Apparently, he got into his position thanks to a few well-thought-out assassinations and a firm belief that Humans Are The Real Monsters. He's also the most competent and benevolent patrician the city has ever had.
Severus Snape of Harry Potter fame is the poster boy for this trope. His true allegiance is revealed only after his death. Turns out, he's good.
Varys. He's a cunning liar and manipulator who does some villainous things and keeps his motivations ambiguous. He claims that he's working for the good of the realm, and we find out fairly early that he's trying to bring back the Targaryen dynasty. In A Dance With Dragons, however, we learn that Varys went to Westeros with the plan of expanding his and Illyrio's criminal empire. His interest in the Targaryens might be no more noble than Illyrio's: he just wants a big reward.
Tyrion is willing to do a lot of evil things, sometimes purely for his own desires. He also fights to expand the power of his evil family. However, he also seems to have a genuine interest in saving lives and helping those who cannot help themselves. It's unclear sometimes whether we should really want him to succeed, but he's likable either way.
Melissandre. She thinks she's doing the right thing, and is willing to do quite a lot of evil to make that "right thing" happen. However, what she views as "right" might be a bit... different from other peoples'. All we know is that some powerful force is backing her, but whether it's truly benevolent, or a god, or even cognizant isn't yet clear.
Youko Tsukimori from the lightnovel Gekkou. The driving question of the novel is whether or not she's a killer.
Live Action TV
Mad Men's Bert Cooper is not afraid to resort to blackmail to get his way, and has threatened to lock someone who disagreed with one of his schemes in a closet for a weekend if he didn't comply. Another character believes that he has arranged for someone to be killed before. However, it is never made clear if he intended to follow through with his threats or if he really had that person killed. He always comes off as a kindly, albeit eccentric, old man.
Sister Jude starts off the second season of American Horror Story as a Knight Templar intent on literally beating the sin out of the residents of Briarcliff, with a rather loose interpretation of what contitutes "sin" but the revelation of her own backstory, shesatoning for her own sinful life which culminated in a hit-and-run accident involving a young girl plus the far worse people and...things inhabiting Briarcliff move her into this territory making her either an Anti-Villain (combination of Types II and III) or Anti-Hero (Type V).
First Enchanter Orsino from Dragon Age II. In the endgame, he admits he knew about the blood mage serial killer who murdered Hawke's mother (and others), but kept his existence secret for fear of the backlash against the Circle. He also claims that he didn't know the extent of Quentin's madness until too late, and never used the man's research until Meredith went completely insane. The writers have said that whether he is telling the truth is left for the players to determine.
Flemeth from both games. She dismisses rumors without confirmation or denial, and there hasn't been a witness to or onscreen demonstration of her villainy. She's done more to assist the heroes, and her battle with the Warden was only in self-defense. Her power is said to come from demonic possession, yet neither her motives nor methods match any other examples. Morrigan discovers a ritual that supposedly permits her to possess others, but the reasons and results for using it have been cast in question.
Her daughter does follow in her footsteps. Despite sticking with the Warden for the entire game she does want a child with the soul of a god, for whatever reason.
Also, the only one who reads the book where the ritual to possess others is mentioned is Morrigan. Who also seems concerned if you had read it before, and is just as morally ambiguous as her mother, which makes the whole thing rather suspicious.
Ulysses from Fallout New Vegas is pretty much this. He seems destined to end up fighting The Courier in some sort of legendary battle. Joshua Graham implies that he might have ties to Caesar's Legion. He carries the flag of the Old World on his back, which has connotations, and Old World Blues hints pretty strongly that he wants to do something in The Divide, related to waking up the Old World. Though audio files from the same add-on detail him rescuing Christine from the Big Empty and nursing them back to health.
Eventually, he's revealed to be a Woobie, Destroyer of Worlds of sorts on a Roaring Rampage of Revenge against the Courier for destroying a nation in-the-making, with his ultimate plan being to use ICBMs to cut off the NCR supply lines, leading to the NCR, Legion, and the Mojave destroying each other so that a new nation may rise from the ashes of the Old World symbols.
In Immortal Souls, there's only two things anyone knows for sure about the Black Witch: She's very very powerful, and very very crazy. She seems to do both great harm and great help on a whim, and only she knows what her true motivations are.
Pokemon Black And White's Team Plasma is this for roughly five minutes. Ghetsis' speech does make sense, but they are the shady organization in a Pokémon game. Then we see one of their grunts kicking a Munna. N does keep his ambiguous status till the end when we learn that he's just misguided.
The Spathi of Star Control 2 are a textbook example. They fight for the Ur-Quan and don't seem terribly upset about being party to the enslavement of all intelligent life, but while spineless and shifty they never come close to doing anything evil.
The Arilou are a somewhat more benevolent version. They clearly care about humanity, though their reasons for doing so are left ambiguous. They are also The Greys, and have done experiments on us throughout our history, again for purposes they are reticent to discuss. And while they joined the Alliance, they abandoned it as soon as it became clear that the human race was "safe" (i.e., safely enslaved), and were unconcerned with the fate of their other allies.
The Orz. Weird Starfish Aliens whose language we can't properly translate. They are quite friendly, and will gladly ally with humanity...but there's something a little bit sinister about them. You meet them in Androsynth (evil cloned human) space, with no sign of the Androsynth anywhere. Demanding answers from the Orz as to what happened is their Berserk Button, and they will attack if you keep bringing it up. The Arilou (see above) insist they are dangerous, and vaguely dole out Eldritch Abomination / Cosmic Horror Story implications. It's all surprisingly creepy.
The Voodoo Lady appeared unquestionably good during most of the Monkey Island games, but some of her actions in Tales of Monkey Island have brought her true alignment into question.
Visual Novels
Multiple characters in Shikkoku No Sharnoth, including M, Heinz, Arthur, and James Moriarty.
Most of the witches in Umineko No Naku Koro Ni fall into this category as suits their whims, leaving it quite difficult to tell which if any of them is evil, good or simply in it for shits and giggles. Surprisingly enough, should you have read Higurashi, it turns out that Takano expy Lambdadelta is the one who is actually a decent person and reliable ally as compared to the Rika expy Bernkastel who is only in it For the Evulz.
Webcomics
Of the six members of The Order of the Stick, Vaarsuvius is the most morally ambiguous. Vaarsuvius is condescending and arrogant and doesn't really care much about saving the world; s/he just joined the Order in pursuit of Arcane knowledge and power, and is trigger happy in his/her use of magic. But s/he genuinely cares for the rest of the Order, and is appalled by Belkar's psychopathy. S/he also made a deal with some fiends for some nasty dark magic to save hir family from a vengeful black dragon, but used that magic to destroy the dragon and all family members related to her. S/he then held onto the power and used it to teleport the Azure fleet to an abandoned island where they could establish a base and get supplies, and used the magic to unsuccessfully fight Xykon. This eventually led to hir losing hir temporary power and divorcing hir partner. There is much debate over hir Character Alignment.
Minister Malack, while working with the Empire of Blood and the unashamedly evil Tarquin, is mostly a pleasant guy who treats his differences in alignment and deity with Durkon as more of a friendly religious debate than enmity. He also seems to hold to a personal code of scruples.
Yokyok of the Linear Guild. For the most part the Guild are Evil Counterparts to the Order, but while their first Kobold member Yikyik was as evil as his opposite number Belkar, it's implied that Yokyok may differ as much in alignment from his party as Belkar does. His only goal is to get revenge for Yikyik's (his father) death by killing Belkar (who has it coming about a hundred times over). Nevetheless, he seems to have no qualms about letting the rest of the guild destroy a whole town if it means he can get to Belkar.
In Girl Genius, Baron Klaus Wulfenbach starts out as a villain who has conquered most of Europe. The reason he did this was to keep in check his fellow mad scientists, who were mostly waging an everyone-against-everyone war on ruins of a halfway-happened Zombie Apocalypse when he crashed the party.
Jägers are mostly considered nightmarish monsters outside of their masters' land — where they are, conversely, mostly considered heroes. The sorts of people who chose the transformation and indefinite active military service are obviously dangerous, but "good sports" and honorable in their own strange way. Most are not actively malevolent — one is, but he "iz no longer a Jäger". Still, their word for a Heterodyne who choose good over evil is "boring".
King Radical. His actions could easily label him as a Anti-Villain or even an outright hero. Dr. McNinja, on the other hand, is certain that he's a Villain with Good Publicity, and it's strongly implied that he's planning something big.
He is most definitely planning something big. His future self even admitted that he had been. Just what he's planning, and where it stands morally, though, has yet to be said.
Web Original
Jhudora from Neopets. Everyone thinks she's evil, but no one has ever been able to prove it.
Western Animation
On Galtar and the Golden Lance, Rak and his son, Tuk, are mercenaries who serve either Galtar or Tormack, depending on the circumstances.
Zuko from Avatar The Last Airbender starts out this way. He is the first antagonist, but is given enough sympathy points through out the first season that it is more than a bit hazy on which side of the fence he'll wind up. He ends up choosing evil over good...then, realizing what a mistake this was, chooses good over evil.
Its sequel series, The Legend of Korra, follows the tradition but alters the execution - the masked and compelling Amon has a sympathetic backstory told by himself, a number of legitimate points, a mysterious and horrifying ability that he's thus far only used on the deserving and a meticulous, effortless brand of manipulation that throws everything he says and all his motives into question. While he eventually goes past the Moral Event Horizon and his backstory is revealed to be a lie, his true backstory is still a very tragic one and Tarrlok states his belief that he really does believe that what he's doing is the right thing, thus keeping him under this trope.
The rest of TheEqualists belong here as well, despite being relatively minor characters, (there's only four Equalists who have any lines and only two of them actually have names). They do try to eliminate bending from the world, but only in an effort to make things, well, equal. Many are implied to be out for revenge against benders for what they percieve to be being treated as second-class citizens, but it's easy to imagine that a good percentage of them see themselves as crusaders of justice fighting to put everyone on the same playing field. The Lieutenant in particular becomes very angry when he sees proof that Amon is a hypocrite and a bender.
On Adventure Time,Marceline was this trope in at least her first few appearances, where it was sort of unclear if she was actually going to start killing people or was just messing with Finn and Jake. More recent episodes portray her as basically good, if somewhat mischievous and perhaps capable of true nastiness.
Peppermint Butler can talk to you in your dreams, likes the taste of human flesh, just mentioning that you know him will get Death himself to do favors for you, and when Finn tried to expose his true aura, he embarrassingly remarked, "You don't want to see that." He's still a loyal butler to his not-evil princess, and occasionally helpful.
Flame Princess. Though she comes from an evil race and has willingly caused massive damage, she does not seem to have any real malice in her actions. Time will tell where she really falls.
Lemongrab. He takes the "Well-Intentioned Extremist" and "Ambiguous Disorder" tropes and stretches them so far that we're not sure if he's evil or just extremely crazy and amoral. The worst thing he's ever done in the show is torture children in an electrical chamber, but it's possible that during this part, he was legitimately insane. He also appears to have a loving family, so it's complicated.
MacBeth in Gargoyles. He's quite ruthless about achieving his goals but his main goal is to destroy Big Bad Demona (and thus himself) and he has his share of Pet the Dog moments.
In El Tigre, Manny Rivera often swings between good and evil. In one episode, a device that detects if a person is good or evil exploded when he went through it.
In Warhammer 40000 this is the Alpha Legion's hat, down to the last man. While they sided with Horus during the Horus Heresy, they were apparently attempting to fulfill a prophecy in which Chaos would be destroyed permanently (at the cost of the human race albeit). After the Heresy, they're the only legion not present in the eye of terror, and are generally planning something...