Sociopaths are essentially the human version of Always Chaotic Evil in media. Since we consider morality to be good, they are naturally depicted as selfish and immoral.
While it is somewhat Truth in Television, sociopaths are still human, and it's not unnatural that sociopaths have a sense of right and wrong, even though it is completely different from what other people consider that to be. Many diagnosed sociopaths are known to have moral codes, either usually unique to them or ocassionally already set. Naturally, since these types of morality focus more on abstract concepts rather than the people themselves, expect some rather nasty extremism.
By definition, a sociopath is largely or totally incapable of guilt, compassion, empathy, or remorse — thus, whenever they subscribe to a moral code, said code will either be reinterpreted or be amoral from the outset. They might feel "bad" about doing something they think is wrong, or that goes against their code, but they won't feel guilty and will shrug it off as just one of those things, or justify what they did to themselves as being The Needs of the Many, no matter how much Insane Troll Logic they have to employ to reach that conclusion. They can also like people without actually caring for them all that much.
See also Principles Zealot, when one is completely obsessed with his/her moral code; some moral sociopaths are evil versions of these as well, as they care more about their moral code than people themselves. However, moral sociopaths need not to be always overwhelmed by extremism; a few can just be Nominal Hero, which while lacking empathy, still have a moral code to restrict them in some ways. Also compare/contrast Black and White Insanity and Sociopathic Hero.
This is not to be confused with ‹bermensch. Moral sociopaths can have their own unique moral codes, but they are just as likely to adhere to already established things like Christianity and Communism.
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Anime and Manga
Solf J. Kimblee from Fullmetal Alchemist is one of the most evil examples. But while he is an Ax-CrazyMad Bomber, it is well established that he does have a few standards, like always sticking by your principles (regardless of what those principles may be) and telling the truth. He highly respects people who stick to their guns through anything but he'll still blow up their house with a Slasher Smile.
Ciel says that demons (including Sebastian, the Black Butler) do not have morality or attachments, but only aesthetics, that includes following orders. Which may be viewed as a sort of morality code. Even though Sebastian himself never shows any compassion or guilt, he does care about his assets, even if for only practical reasons (to get their loyalty).
Lloyd Asplund of Code Geass, though more of a Mad Scientist, claims that he is a sociopath, caring only about science and engineering. An instance is when he decides to marry Milly Ashford, just so he could inherit the third generation Knightmare Frame in the family's possession. When Milly breaks off the engagement to live her own life later, he isn't overly concerned and lets her go without a fuss.
In Lucifer, the title character is an arrogant sociopath who does whatever it takes to get his way (and who, being nearly omnipotent in most circumstances, usually gets away with it). Nonetheless, he scrupulously observes a personal moral code of always keeping his word and always telling the unvarnished truth.
The Guardians in Green Lantern, they believe in upholding order in the galaxy, but they also suppress any form of emotion that they believe would hamper their own judgement. They even went as far as creating the Third Army to replace the Green Lanterns and wipe out all emotions in the universe to end future conflict.
Mindfuck from Empowered is an odd case, as she used her mental powers to prevent herself from being the sociopath she sensed she would become (and that her brother already was), leading to her becoming one of the most empathetic characters in the series. This also means that when she and Empowered are in a situation where only one of them can escape, she mind controls Empowered to force her to do so, reasoning that Empowered was more purely heroic than her given that she had to Mind Rape herself to not be a sociopath
According to the creator's commentary, in Kung Fu Panda 2, Lord Shen exhibits traits of this. He knows how utterly horrendous his actions were, but he refuses to admit how wrong he was about his parents because it's the only way he can justify the genocide of the pandas. As far as he is concerned, it's too late for his redemption and rendering everything as accidents is unthinkable.
Films — Live-Action
Mr. Blonde from Reservoir Dogs cuts a man's ear off for fun, has no sense of professionalism, guns down innocent bystanders, and clearly has no regard for his fellow robbers or their well-being. On the flip side, he appears to have a great deal of personal loyalty to his employer Joe and is shown (in a flashback) to have refused a plea bargain and instead serving a jail sentence when he could have walked by implicating Joe in a smuggling operation he was caught in.
In Star Wars, the Jedi aspire to be this, as they value morality but their whole purpose is to forsake emotion. The EU occasionally explores this in greater detail, sometimes to horrific detail. This is implied to be the Fatal Flaw that led to the fall of the Order, and something that Luke Skywalker is careful not to repeat in the New Order.
Subverted with Hrathen in Elantris, who seems like a religious fanatic at first, but turns out to be one of the more reasonable antagonists and goes through crippling guilt for his actions — he supports his theocratic religion because he believes it is too logical and well-organized to be wrong and turns against it when it stops behaving logically. Played straight with Dilaf, who is such a fanatic and has such a serious case of Fantastic Racism for the Elantrians that he can justify any atrocity.
In Dan Wells' John Cleaver trilogy (I Am Not a Serial Killer, Mr. Monster, and I Don't Want to Kill You), the protagonist, diagnosed at 15 with conduct disorder (which he calls "just a nice way of telling parents their kids have antisocial personality disorder"), does not want to become a serial killer but recognizes his potential to become one, so he lives by a strict set of rules to prevent himself from Slowly Slipping Into Evil, "practicing normal life as if it were a private religion that could save him from damnation". His rules include: Not watching one person for too long (and ignoring them for a whole week if he does) to prevent stalking behaviour; not interacting with animals at all, period (animal cruelty); and giving someone a compliment if they make him so angry he wants to hurt them ó he'll do this even to a boy at school who bullies him. John is so dependent on these rules, that in the wake of local serial killings, he wrestles for a week with the idea of breaking a rule to simply follow a suspicious drifter, purely because he's afraid of the slippery slope.
A Song of Ice and Fire: Bronn. He makes no bones about it: He does his job to the best of his abilities, whatever it might currentlyentail as part of the agreed package. All while maintaining a professional and personable demeanour. But outside the job? He comes first. Always. He seems to find it somewhat disagreeable when people mistreat those he regards as having some worth (as he sees it). But he won't actually step in unless there is something for him to gain by it. There is very little he is unwilling to do for the right price, but the more distasteful (or dangerous) he finds the act, the more money or concessions you'll have to pony up.
Tyrion: If someone asked you to kill someone's baby, would you do it, without question? —>Bronn: Without question? No. [beat]I'd ask how much.
Timeline-191's Boris Lavochkin is a Sociopathic Soldier who will kill anybody who even looks at him funny. He still finds the CSA's Final Solution horrifying and deserving of punishment, meaning that for all his disregard of morality, he has a conception of it.
If we are to take him at his word, Sherlock Holmes is a more-or-less-heroic example of this trope in Sherlock. He solves difficult crimes for the intellectual challenge rather than any particular desire to right wrongs or help people.
House, being heavily modeled on Holmes, also falls into this trope. He doesn't particularly care about the patients, or people in general, but he loves the puzzle. If he has a suicidal patient, he refuses to let them die until he finds out what's wrong with them. If they're terminal, then they can die. On the rare occasions that they die despite his actions, he can be pretty shaken up about it, which can be either remorse for them or despair at failing the puzzle. He expresses empathy at times, but again, it's ambiguous which one it is.
Patrick Jane on The Mentalist once pretended to have become an example of this trope. To trick a killer into a revealing admission, he pretended that an experimental device had switched off his conscience, and began threatening to shoot a group of suspects on the grounds that it was his job to identify criminals and they weren't cooperating.
The Azorius Senate from Ravnica also count, being obsessed with order and making laws, while not caring for the population, and sometimes even acting fascistic. Being the enemy colors of Red, the color of emotions and empathy, White and Blue loves this trope.
The servants of Chaos in Warhammer and Warhammer 40K, particularly Khorne and Slaanesh. Khorne is a War God who demands sacrifice and bloodshed, while Slaanesh is a Love God(dess) whose followers practice every form of hedonism and excess. So while Khornates will kill everyone including noncombatants (after killing those who can fight), they won't torture for eternity like the Slaaneshi (and often fight each other for those reasons).
Jade Curtiss in Tales of the Abyss is a heroic version. He has no empathy whatsoever, but is troubled by this, and always tries to do the right thing even though his concept of right and wrong can be a little skewed. Far, far less so in his backstory, where he was a Creepy Child.
Sofia Lamb is a curious case in that she probably did not begin as this, being originally driven by her altruistic goals (though arguably, she was enamored with the concept rather than the people themselves), but by the time of the game, she became a Totalitarian Utilitarian obsessed with removing individuality and curing humanity's genetic fatalism.
The Reapers of the Mass Effect series turn out to be this. Yes, they come in every 50,000 years and eradicate all the technologically advanced species and convert them into raw material for a new Reaper... but they do it so the galaxy won't descend into an endless war of organics vs. synthetics, and besides, the civilizations they harvest live on within the minds of the Reapers. Thus, they rationalize genocide as being part of the "greater good", and ultimately what's best for everyone.
The Rannoch Reaper:"YOU REPRESENT CHAOS, WE REPRESENT ORDER. EVERY ORGANIC CIVILIZATION MUST BE HARVESTED IN ORDER TO BRING ORDER TO CHAOS. IT IS INEVITABLE. WITHOUT OUR INTERVENTION, ORGANICS ARE DOOMED.. WE ARE YOUR SALVATION."
Priest Kirei Kotomine from Fate/stay night. His religious beliefs and personal circumstances make him state firmly that there's no sin in an unborn baby and everyone has the right to be born. He is willing to put his life on the line and sacrifice everything without blinking an eye to witness certain baby's birth. What makes it a case of Blue and Orange Morality is that he will literally sacrifice everything, including humanity, for "the baby" that is an omnicidalSealed Evil in a Can.
Kore from Goblins. He does sincerely believe he is doing the right thing by mercilessly slaughtering everyone that has been in contact with "evil races", even children of his own species that were with said "evil races". His utter conviction that he is doing good is probably what allows him to keep his paladin powers. This is either due to a houserule that lets paladins be this without falling, or just Herbert the Gamemaster being out of it or sadistic. Or both.
Batman: The Animated Series: Temple Fugate, aka the Clock King—he was a productive member of society with his own efficiency company, but was also a Bad Boss with No Social Skills and Lack of Empathy who ends up becoming a villain. Fugate doesn't seem to realize why his Lack of Empathy plays against him; In his introductory episode, he knows he will lose an important appeal for his company, but it's sincerely unaware why nobody seems to like him.