Part of the brilliance of this show, like Breaking Bad, is that they show the "bad guys" as fully fleshed-out characters. They aren't just evil people who do bad things. They aren't necessarily boogie men hiding in the shadows. They have families and friends and people they care about. They have lives just like everyone else and you can sometimes find yourself relating to them. They also happen to be bad guys that do illegal and sometimes terrible things. To me, it makes them just that much scarier.
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