"There's no such thing as happy dreams, right? Everyone has nightmares every night like me? Please tell me I'm normal." Yep, you now want to hug a short, bearded, jackass film snob.
The Cinema Bum. Despite being used for a brief sketch, Brad's performance of him as a desperate vagrant lamenting his life is really convincing, and you just can't help but feel sorry for the poor bastard whenever you see him. Somebody buy that man a sandwich, please. Unfortunately, as of the Plutonium Baby review, he's most likely dead from the freezing weather outside.
He came back in the review of The Legend of Boggy Creek, only to be brutally murdered by Travis Crabtree, who had been sent into a mindless killing spree by his titular song. Doubles as Nightmare Fuel.
A minor example, but one that does stick-out nonetheless. At the end of his Sleepaway Camp III review, after finding out that the girlfriend of a Meet Cute couple already has a boyfriend, the look of betrayal is painfully clear on Brad's face, even if it was merely meant for a joke (especially painful since he had rooted for the couple to survive throughout the entire movie).