The dh mentioned the current trend towards revenge films, you know, Liam Neeson (hmm) as action star, manfully pursuing vengeance for his daughter's abduction, and Harrison Ford going after those who killed his wife, and Uma Thurman killing everyone something about her wedding (sorry, I could never actually watch that pair of films, not really needing to know how many different ways there are to kill other people).
Anyway, he said that something that made films of this genre seem thin is that the perspective is often so narrow, that we as viewers(readers) are meant to identify entirely with the protagonist and never question his goal or his motivation or take a wider view of the situation.
It's hard for a writer, I know, because we have to identify with the protagonist, and we certainly want the reader to do that too. But the reader is NOT the protagonist. The reader has and should have a slightly wider view, or rather, we ought to provide that wider view. It might be just the question of whether, say, the hero has perhaps gone too far in his vengeful actions, or a hint that perhaps the other guy might have another story, or just a sense that this might be disproportionate.
The protagonist doesn't actually have to consider this or express ambivalence for the reader to feel that. Another character, for example, can provide the other dimension (and it is dimensionality this adds-- depth is created by adding a different perspective). Spielberg's film Lincoln does both of these. Lincoln himself admits that his action in emancipating the slaves during the war might have been extra-constitutional, thus he is showing the other side of the question. But then, in regard to his own family, it takes his wife and son to add dimension to his refusal to let his son serve in the army. His wife (paradoxically) in providing his justification (keeping their child safe) forces Lincoln to remember that many parents haven't had that security. And Robert, the son, by showing his opposition forces Lincoln to say something that appalls even himself-- that every father wants to protect his son, but only Lincoln has the power to send thousands to their deaths and also the power to spare his own son. So in this case, the other characters are the ones who bring out the extra dimension.
In that case, the question is resolved when Lincoln reluctantly allows his son to serve, showing his complex moral progress. If he'd been okay with this from the start, the question would never have been raised. It's the opposition or the conflict which provides the dimension.
So I guess-- it's important to get the reader to identify with the protagonist. But to offer a fuller reading experience, we might add to that by at least hinting at a more complicated dimensionality, that the world of the book is not confined merely to the one character's reality.