A good example: The Collector by John Fowles. I empathized with the male MC's way of thinking because I could see how his upbringing could lend itself to his particular mindset, and while the female MC was a bit snooty at times, she was so utterly helpless despite trying every trick she knew to escape that I was definitely rooting for her the whole time.

And then I got to the end where the lesson the male MC learned from his time with her was >!to kidnap another woman but this time be more cruel.!< I wanted to scream at him because at that point there was no empathy left for him, he was deliberately choosing to be the most selfish bastard possible. Great book. Great characters. Still wanted to strangle the dude.