Triangulated Moral Ambiguity
Spreading good and bad qualities across 3 or more characters, where most stories use 2 sides. Nobody is purely the hero or the villain, so you can't easily pick who to root for.
A Fistful of Dollars
The Rojos and the Baxters are both smugglers, and the Stranger works both sides for money. Then he risks his life to free Marisol, a woman the Rojos are holding. Nobody is purely good, and you cannot easily pick a side.
The Good, the Bad and the Ugly
The 'Good', 'Bad' and 'Ugly' labels are deliberately ironic. Blondie (the Good) is a mercenary who leaves Tuco to die in the desert. Angel Eyes (the Bad) is methodical and professional. Tuco (the Ugly) is the character whose feelings are easiest to read. With the 3 of them set up like this, you never get to feel morally comfortable.

