The heroes of the MCU will always be remembered, and the franchise's villains have proved to be equally as iconic. However, some of the most interesting characters tend to be the ones that walk the line between good and evil. Much like real people, they do not view things in black and white but rather many shades of grey: these are known as anti-heroes.
Comic book franchises are filled with anti-heroes and Marvel is no different. The Marvel Cinematic Universe features an array of characters that neither fit the hero or villain title. They have stolen the hearts of fans everywhere across the many MCU movies and Disney+ shows, so currently Tom Hardy's Venom will not be featured, since the Multiverse has not allowed him to enter the MCU yet.
Classic Loki
In the Loki series, fans are introduced to several variant versions of Loki, the God of Mischief. One of them is an older incarnation with a costume translated straight from the character's first appearance in comics. This Classic Loki variant was portrayed by Richard E. Grant, and many agreed he stole the whole series.
Classic Loki lived through the same events as the main timeline in the MCU before the TVA pruned him into the Void. He excels towards the end of the fourth episode in which he showcases his powerful conjuring abilities, able to create a replica of Asgard to save his counterparts and fulfill his glorious purpose. Fans are hoping this Loki makes a return in the future of the MCU.
Red Guardian
The Red Guardian is not a hero; he's an egotistical man who cared more about being a superhero than the two girls who looked up to him as a father; he allowed them to be taken and turned into weapons by the Red Room. Those girls ended up becoming Black Widows: Natasha Romanoff and Yelena Belova. However, when they reunite years later, he genuinely tries to make up for it.
The result is him failing miserably at it while succeeding at the same time. Red Guardian is not that bright so he can never say the right thing even if he is meaning it to help. At the time same time, Red Guardian proved to be more than a Captain America knockoff as he shows to be an effective fighter in the final act of Black Widow and even helps bring down the Red Room.
Ronin
Most know Clint Barton as Hawkeye, the master archer who became an Avenger and saved the world multiple times. That all changed when Thanos used the Infinity Gauntlet to snap half of the universe out of existence, causing Hawkeye to lose his wife and kids. It's easy to see why Clint would lose control and go on a killing spree of criminals all over the world as the vigilante known as Ronin.
The only person that was able to tame his rage was Natasha Romanoff and even then, Clint only saw himself as a monster and was ready to end his life to retrieve the Soul Stone. Fortunately, Black Widow took the literal fall, allowing Clint to redeem himself and be with his family again in Avengers: Endgame.
Sylvie Laufeydottir
At first, this variant of Loki was perceived as the villain of the story, but it's slightly more complicated than that. The Time Variance Authority destroyed Sylvie's timeline, killing everyone she loved, so she rebelled. In her plot to get revenge, she ends up becoming friends with her Tom Hiddleston variant and more.
Like other Loki variants, Sylvie has the makings of a hero deep within her but her hatred is as powerful as her enchantments. It leads to her only caring about her mission even if that means killing any innocents in her way and breaking the entire timeline. Unlike most anti-heroes in the MCU, she doesn't ever swap between good and evil: she remains at a constant middle ground.
Baron Zemo
Introduced in Captain America: Civil War, Helmut Zemo was a Sokovian baron who lost his family when the Avengers fought Ultron in the city nearby. In his rage, he began his quest to manipulate the Earth's Mightiest Heroes into killing each other, believing that superheroes should not exist. His actions were wrong, but it's difficult to blame him for hating the Avengers after losing his family.
It became even harder to hate Zemo when he returned on The Falcon and the Winter Soldier. In the show, he actually helps Bucky and Sam in their mission to stop the Flag Smashers, showing that he isn't all evil. He's a little too zealous about his anti-superhero ways but he is still a charming and effective vigilante who helps save the world from the creation of evil super soldiers.
Yondu Udonta
Originally, Yondu Udonta was a selfish pirate who only cared about stealing from others. Over time, he gained a soft spot for his adopted son Peter Quill AKA Star-Lord. In the first Guardians of the Galaxy, he's more of a secondary antagonist who gets manipulated into saving the galaxy. Still, he had charisma and a powerful arrow he could control with just his whistles.
Meanwhile, in Guardians Of The Galaxy Vol. 2, Yondu goes through a change after being betrayed by his fellow pirates the Ravagers. He goes through a redemption arc and even briefly becomes a true Guardian to stop Ego The Living Planet. Sadly, it comes at the cost of his own life, making for one of the saddest deaths of the Marvel Cinematic Universe.
M'Baku
Leader of the Jabari tribe, M'Baku begins as an antagonist who seeks the throne of Wakanda but after T'Challa spares his life, he owes the king a debt. It is revealed that M'Baku is definitely a man of honor but just stuck in his ways, making it difficult to have any sort of peace.
That changed when M'Baku fulfilled his debt by saving T'Challa after his nearly fatal battle with Killmonger. The two leaders show respect for each other, which leads them to become allies to fight both Killmonger in Black Panther and the forces of Thanos in Avengers: Infinity War.
Nebula
Across the Infinity Saga, Nebula is a character that changes immensely throughout her character arc. At first, she's a twisted murderer with hatred for Gamora; as the movies progressed, it's revealed that she was a victim of Thanos growing up and all she wanted was to be treated as a person.
By Avengers: Infinity War and Avengers: Endgame, her time with the Guardians and hatred for Thanos transforms Nebula into an Avenger willing to save the universe. Nebula suffers from difficulty making friends due to her dark nature and limited social interaction growing up. Nebula even ends up killing her own variant due to its villainous nature.
The Winter Soldier
Enhanced with super-soldier formula, Bucky Barnes survived falling from the train during World War II. This allowed HYDRA to transform him into a living weapon for assassination known as the Winter Soldier. For over seventy years, he was a mindless killing machine until Captain America saved Bucky by breaking him out of HYDRA's control, allowing him to regain memories.
Unfortunately, Bucky may have his memories back but he also remembers everything he did as the Winter Soldier. This gives him mental trauma and self-hatred, leading to him becoming one of the darker members of the Avengers.
Loki
When Loki was first introduced, he was the ultimate villain of the MCU. It turns out that was only for the first phase because as the Infinity Saga progressed, Loki became less of a villain and more of a wild card with a heart of gold. Of course, it's easy to see why he pursued evil when he was treated as a lesser by both his father and his older brother.
Loki was also lied to since his birth, with his origins kept a secret for centuries. This heartbreak led him down a dark path but all that changed when his adoptive mother Frigga was killed. This began a transition of him slowly becoming a hero of Asgard, despite his cocky and arrogant attitude. In Thor: Ragnarok, he shows that he does love his brother Thor, even after everything that has happened between them.