These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
In The Dogs of Riga he illegally sneaks into Latvia, breaks into the archives at police headquarters in Riga and steals a file that a murdered officer had compiled, so that the massive corruption in the Latvian police force can be exposed and the murderer can get his comeuppance. He does all this despite thinking of himself as a coward and having little help apart from a small group of people who were connected with the murdered policeman.
In The Revenge, the first film in season two of the Henriksson Wallander films, Wallander very coolly rescues a government minister who was handcuffed to the murderer, taking her place instead.
Harsher in Hindsight: Wallander's daughter, Linda, is described as having survived two suicide attempts as a teenager. In Real Life Johanna Sällström who played Linda in the first season of the Henriksson Wallander films committed suicide in 2007. Mankell was so upset that he shelved plans for a trilogy of books about Linda. This is also why she doesn't appear in the second season, as he didn't want to replace her with another actress.
What makes it worse is that in the final episode she appeared in Linda's colleague and erstwhile boyfriend Stefan commits suicide.
The Woobie: Wallander, definitely. See the Defective Detective example. The Branagh version takes this aspect Up to Eleven- even Branagh has said he wants to buy the guy a beer and tell him everything will be okay.
In the Henriksson films, Pontus would probably qualify for this. He gets shot, beaten up, takes flack from his father for becoming a policeman instead of a lawyer, frequently gets chewed out by Wallander and does it all with a look of bemusement on his face.