Who is the most complicated fictional character to you, and what makes them so complicated? For me, it's Rorschach from the Watchmen. A vigilante who sees the world in black and white. There is good, and there is bad. There is no compromising between the two. He doesn't pretend that he's a 'good guy', but he dedicates his life to doing what he believes is the right thing, which is to punish the people who do wrong. He's not completely uncaring or unsympathetic (I'm fairly certain), but he locks away his emotions deep inside because he doesn't want them to get in the way of his work. He also sees his vigilante self as his true self. Rorschach believes that his civilian identity, Walter Kovacs, is weak and unable to do what needs to be done. I'm not explaining him very well, because there is a lot of stuff going on with him. I give serious kudos to Jackie Earle Haley though, because say what you will about the Watchmen movie, but that man killed it as Rorschach.
Are we talking about successfully-complicated characters, or also characters that were supposed to be complicated but failed because the writing sucked?
Successfully complicated characters. Though, I am curious, what character was supposed to be complicated but wasn't because of the writing?
My first immediate thought was Ansem from the Kingdom Hearts series, a name who applies to 2 different people. One is a old scientist who gets lost in the Realm of Darkness, and another who is technically this really old guy who possessed a young guy who couldn't control the darkness in his heart and therefore became his vessel, only to lose his memory and become the assistant of the original Ansem before killing him and taking his identity.
The (Fire Emblem) Fates royals. The closest one to being successful is Takumi, and that's only because he has a legitimate reason for his... attitude. Seriously, if you read the game script, but then read the supports for them, it's like they're two different people (with the exception of Camilla, who is as one-dimensional as her body... has bad posture, but that's not the point of this thread). As for successfully complicated characters, I want to point out Atton Rand (Star Wars: KotOR2 - The Sith Lords). At first glance he's your stereotypical scoundrel, but once you start digging into his past after improving your relationship with him, you find out a lot of things about him and are even able to help him overcome his dark past (or embrace it, if you're doing a Dark Side run).