Because You Were Nice to Me: A non-villainous, non-quirky example, Mist is willing to fight to the death for Nina because she was the first girl ever to smile at the sight of his face.
Chick Magnet: Not the standard type exactly, but every girl who actually gets to know him and isn't immediately put off by his being Ambiguously Brown seems to get smitten pretty quickly. Euphemia, Nina, Gicrete...note that all of the above virtually ignore the attentions of the more stereotypically handsome Leonardo.
Earn Your Happy Ending: After sweating blood for it, his friends are safe, at least a few of the girls he rescued survived and are happy, and he and Nina may or may not be married but definitely have a child together.
Flat-Earth Atheist: You would be too if your mother was burned alive in front of you when you were a kid, and you found out afterward that the people who did it weren't even on a "proper" witch hunt but were just trying to rack up enough innocent dead women to get themselves either more property and material possessions or, better yet, ecclesiastical superpowers.
Honor Before Reason: Does this sometimes, as when he was unwilling to cut Balthazar down with his back turned. Unlike other series, it's when he shows shades of Combat Pragmatism that he gets scolded by his mentor Wilhelm for unknightly conduct.
Made of Iron: Takes some truly hideous beatings and always gets right back up again. He learned to do it early. As a small child, he was beaten persistently for more than an hour because he kept trying to get up again to rescue his mother, while she was slowly burned alive in front of him.
Badass Normal: Willing to, ahem, take on hordes of horny men (and a horse, apparently!), and throw down against crazed medieval fundies with superpowers, armed with nothing but her wits, her sex appeal, and an encyclopedic knowledge of herbs, potions, and aphrodisiacs. Not a traditional badass, but still pretty hardcore.
Stripperiffic: She is naked except for her hat and cloak.
Katrina Antonina Visemplar AKA 'Nina'
Babies Ever After: She and Mist have a child together in the epilogue.
Bittersweet Ending: She's mute and still unable to walk due to being tortured...but somebody made her a wheelchair, she and Mist are firmly together, and they have a baby.
Defiant Captive: Though she is never really able to keep herself out of situations that require rescue, for a distressed damsel she is remarkably unwilling to take her captivity lying down, from helping Mist by swinging her ball-and-chain shackles at the bad guy in the first chapter, to defiantly refusing to break under horrible torture by the end.
Easily Forgiven: You would think it would take a little more than it did to make up for her actions in the third volume, but then she did pull a Big Damn Heroes that even Inara would appreciate once she got her head right again.
Love Makes You Crazy: Though she snaps out of it in time to save Mist and give him a life-saving snog.
The Speechless: Becomes this after the events in the finale.
Targeted to Hurt the Hero: Though she didn't die, the her brutal torture at the hands of the Church in the fifth volume was largely for the purpose of giving Mist motivation.
Tongue Trauma: Bites off her tongue in the fifth volume, to keep herself from breaking under torture and reveaing Mist's whereabouts
Earn Your Happy Ending: After being dragged into Mist's wake, with all the attendant beatings and battles, he earns one together with Euphemia. More than one kind of happy ending...
Kindhearted Cat Lover: Rescues Greymalkin from being killed by Balthazar for being a 'witches familiar' in the beginning and is never again seen without the cat in tow.
