One that pops to mind for me is Francis York Morgan, an FBI agent, and the main character of the "horror" game Deadly Premonition.
He's an eccentric, but nice, character who has an imaginary friend he talks to named Zach who helps him solve crimes.
He seemingly only solves serial murders and not assassinating leftist leaders...as far as we know..
Rust Cohle from True Detective is up there. I also can't help but like McNulty from The Wire.
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If 2nd Season came out after 2019 everyone would be frothing it. Just suffered from a shitty ending and 2 pointless subplots