Jerkass Woobie/Theatre

The eponymous character of Oedipus at Colonus is a former great king who killed his father, married his mother, blinded himself when he discovered this, and is reviled by all but his two daughters, who get abducted midway through the play in an attempt to force him to return to Thebes. On the other hand, he's still immensely stubborn and calls down a curse on his own sons so that they may die in the coming civil war (and it works).
Gabe from Next to Normal just wants his family to love him. Unfortunately, he expresses it by trying to drive his mentally ill mother to suicide. That is, if you actually believe his presence exist or he's just a manifestation in the character's head.
Cyrano De Bergerac: Cyrano. His attitude with the Buffet-girl, Raguenau, and the nuns show us that he is a Jerk with a Heart of Gold. His attitude with anyone who is not a Gascon show us that he is definitely a Jerkass, and the universe of the play is constantly placing him in unpleasant situations. In Act I Scene V, he reveals to his best friend Le Bret a hidden, softer side, talking about how he feels that he never will be love by Roxane because his enormous nose:

Le Bret: Well, but so much the better! Tell her so!
She saw your triumph here this very night!
Cyrano: Look well at me -- then tell me, with what hope
This vile protuberance can inspire my heart!
I do not lull me with illusions -- yet
At times I'm weak: in evening hours dim
I enter some fair pleasance, perfumed sweet;
With my poor ugly devil of a nose
I scent spring's essence -- in the silver rays
I see some knight -- a lady on his arm,
And think "To saunter thus 'neath the moonshine,
I were fain to have my lady, too, beside!"
Thought soars to ecstasy... O sudden fall!
-- The shadow of my profile on the wall!
Le Bret: (tenderly) My friend!...
Cyrano: My friend, at times 'tis hard, 'tis bitter,
To feel my loneliness -- my own ill-favor...

Shylock in The Merchant of Venice. What with the abuse heaped upon him by his enemies, his soul-tearing agony at the loss of his daughter and his dead wife's ring, and his hellish-yet-admirable persistence against the odds, it's easy to cheer for him and forget that his main goal is to literally scoop the heart out of a man in open court, in front of all the victim's friends. He wants to do this partly because he's taking out his losses on the guy (who seems not to have been in on the elopement to begin with), partly because the guy is a business rival and killing him will help turn a profit, and partly because he just hates the guy. The effectiveness of this obviously depends on the actor, but in some of the best stagings, Shylock's final exit is the ultimate Tear Jerker and makes you want to follow him and give him a big comforting hug.
The eponymous Medea. She literally gave up everything to be with Jason -- her country, her family, her position...she even arranged her own brother's death so they could get away. Then Jason turns around and ditches her for a younger, prettier Greek girl, primarily for her father's prestige and money. He ever-so-magnanimously says that Medea can still be his mistress. She flips the hell out, and while her actions are horrible (particularly in the most common version, where she murders her children to get back at Jason), it's hard not to feel sorry for her.
Sure, Thyestes stole his brothers wife and attempted to usurp the throne. But Atreus' revenge is sheer evil. He pretends to pardon Thyestes and then serves him his own sons for dinner. Thyestes is a broken man at the end of the play.

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