What Makes A Compelling Movie Hero Or Protagonist?

So, what makes a compelling and memorable movie hero, or protagonist – not that hero or protagonist are necessarily synonymous....

Films Mentioned:

Scarface (1932), Dr. No (1962), A Fistful Of Dollars (1964), Who's Afraid Of Virginia Woolf? (1966), Taxi Driver (1976) Star Was: Episode IV - A New Hope (1977), Superman (1978), Raiders Of The Lost Ark (1981), First Blood (1982), Superman III (1983), Scarface (1983), Star Wars: Episode VI - Return Of The Jedi (1983), Aliens (1986), Henry: Portrait Of A Serial Killer (1986), Robocop (1987), Falling Down (1993), Die Hard With A Vengeance (1995), About Schmidt (2002), Bad Santa (2003), There Will Be Blood (2007), The Love Guru (2008), Indiana Jones And The Kingdom Of The Crystal Skull (2008)