If your game has a bit more meat to it than the standard shooter, you might be interested in one of the commonly overlooked characters that can give your game deeper meaning.
The a-typical "Nowhere Man", is the one who tried to save the princess, tried to get elected, or tried to do some other significant thing, and either failed miserably on his own, or was influenced into his sad situation. He then accepted defeat, or lowered his standards, as it were.
A few prime examples:
When you play a game through, you might see a glimpse of him in the rolling credits, saying something witty; or, if you achieve something in his name/honor, you might see him celebrating come the end of your game.
You can add much more depth to your games if you give this seemingly random character(s) a purpose, even if it is vague at first.
Try to make him hard to find, hard to please, and hard to understand. That will give him character. Have other NPC character(s) reference them vaguely. Make him interact with in-game items that you bring to him. You can make him change the path of the game's flow, or unlock new features in the game.
The “Nowhere Man” might seem like an aimless nobody; sometimes, he is a “gamer” who got caught trying to beat the game, and failed. You can save him from an eternity of boredom, or idle life, and give him a reason to do things again!
You could even have HIM be the main character after you do something significant. The aimless nobody could instead be the main character in the “second part” of your game.
There is lots of room for variation.