The Gazelle Family
A low-level criminal working for the Perello mob.
- ...And That Little Boy Was Me: Joey relates to Oleg in telling a story about a young boy who "Mark Mc Gwires the fucking living shit" out of his abusive father to the point of the father being "neutralized". Putting that and the fact Joey lives an elderly man, Joey was relating to Oleg's life and how bad his family is, and also wanting him to live normally for a good couple of more years rather then suffer to his father.
- Badass and Child Duo: With Oleg.
- No-Holds-Barred Beatdown: He inflicts them and receives them.
- Action Girl: Becomes one.
- Beware the Nice Ones: Not much for swearing or for the kind of business Joey deals in, but this does not stop her from shooting dead two serial killers in cold blood when she discovers their killing lair.
Joey and Teresa's young son.
- Attention Deficit... Ooh, Shiny!: It's mentioned in passing that he may have ADHD.
The Perello Mob
The head of the Perello Mob.
- Affably Evil: Frankie actually comes across as very reasonable and genial much of the time.
Tommy Tombs Perello
The psychotic son of Frankie Perello.
- Large Ham: Johnny Messner is quite clearly having the time of his life playing Tommy as a psychotic, barely-sane sadist who chews through the scenery.
- N-Word Privileges: Assumes them towards white people. Tommy is a weird guy.
- Sir Swears-a-Lot: Every other word out of Tommy's mouth is a casual curse.
- Those Two Bad Guys: With Sal.
Sal Gummy Bear Franzone
One of Tommy's henchmen.
- The Dragon: For Tommy.
The leader of the Russian mafia and Anzor's uncle.
- Faux Affably Evil: He tries to come across as affable when he shows Oleg the lights system of the ice rink he owns, but minutes later he's having Joey beat out and orders Oleg killed.
- The Mafiya: He's a don of the Russian mob.
- Would Hurt a Child: Was willing to have Oleg killed.
A Russian meth-head and Oleg's abusive father.
- Domestic Abuse: To both his wife and his son.
- Even Evil Has Standards: He's an abusive asshole, but he can't bring himself to kill Oleg, for which Ivan shots him dead
- Only a Flesh Wound: Oleg shoots him in shoulder.
- Sanity Slippage: He was already batshit insane, but by the end of the film he disconnects completely from reality.
A former prostitute and Anzor's much-abused wife.
- Dark and Troubled Past: As a prostitute owned by the Russian mafia.
- Hooker with a Heart of Gold: She was a prostitute in Moscow.
The young son of Anzor Yugorsky who comes into possession of a valuable gun.
- Badass and Child Duo: with Joey.
- Troubling Unchildlike Behavior: No shock considering his home life, where he's been forced to look out for himself as his mother is in no position to help him.
- Wise Beyond Their Years: Oleg is surprisingly resourceful for a young boy who is clearly just running for his life. It's clear that his home life has forced him to learn how to fend for himself, and it's his keen sense of danger that keeps him alive through all the shit he endures.
A corrupt cop also on the trail of the missing gun.
Dez & Edele Hansel
A married pair of pedophiles who abduct Oleg along with two other children.
- Ain't Too Proud to Beg: When Teresa pulls a gun on them they drop the charade and are forced to cooperate. Dez tries to offer her money if she just takes Oleg and leaves without another word. It doesn't do them any good after she uncovers their stash of snuff films.
- Asshole Victim: It goes without saying that they deserved to be pumped full of lead.
- Faux Affably Evil: Their soft cheerful demeanor only serves to make them creepier.
- Crapsaccharine World: Their apartment is sickeningly lavish and even has a playroom loaded to the brim with toys, a huge camera set, stuffed animals, a closet full of costumes, and arcade games. Teresa quickly discovers that it's all a cover for what the room is really used for...
- Didn't Think This Through: Understandably, they never counted on anybody storming into their apartment. However, the fact that they had no photos of "their" children anywhere in the place is what convinces Teresa that they've been bullshitting her the entire time.
- Karmic Death: At the hands of Teresa.
- Knight of Cerebus: While many of the villains in the movie are ruthless, none of them are child-molesting serial killers with a disturbing, faux-kindly demeanor that record their horrific crimes on film. Notably, Teresa is so horrified by their deeds that she tries to convince Joey to give up his life of crime.
- Meaningful Name: Hansel is a pretty transparent reference to Hansel and Gretel.
- More Deadly Than the Male: Its pretty clear that Edele wears the pants in the relationship.
- Serial Killer: The pair of them have murdered dozens of children.
- The Sociopath: They make home movies of the kids they rape, torture and kill, and then give them star ratings.
- Snuff Film: Heavily implied to be what their home movies are.
- Soft-Spoken Sadist: Edele moreso than Dez.
- They Look Just Like Everyone Else!: Their mundane appearance belies their true nature as psychos.
- Ugly Guy, Hot Wife: Dez is a schubbly, late middle-age guy. Edele is also middle-aged, but she's a stunning blonde.
- Would Hurt a Child: They have molested and murdered dozens of them.
A violent pimp who has a violent encounter with Oleg and winds up in possession of the gun.
- Big Bad Wannabe: Lester considers himself a 'mack daddy pimp'. Joey and Divina think he's pathetic.
A prostitute working for Lester whom Oleg encounters.
- The Dog Bites Back: To Lester. She knocks him right the hell out after he goes too far and threatens to mutilate her.
- Hooker with a Heart of Gold: She's kind to Oleg, even taking the role of the 'Blue Fairy' in the whole fairytale allegory going on.
- This Is for Emphasis, Bitch!: "Beclovent, bitch!"
- What Happened to the Mouse?: She's last seen getting arrested.