Mallory Knox
Mallory led a horrible home life, living with an abusive father who was violent, sexually abused her, and called her a "stupid bitch" instead of actually using her name. No surprise, then, that when she met Mickey, and he was nice to her, she fell in love immediately. The two made for a potent, dangerous combination and their attraction is so strong that nothing on earth can separate them. Mallory is wild, and sociopathic. She does not seem to have any kind of moral code and she does not feel remorse for any of the murders she commits.
Her rage seems to escalate at breakneck speed when a man acts in a way that reminds her of her father, specifically, flirting with her in a lewd manner, and making assumptions about her. The characters in the movie who see her as nothing more than an object that they want to have sex with receive the worst of her violent anger, and she feels compelled to show them that she is something completely different to the picture they have of her in their heads.
Mallory is an equal partner with Mickey in the murder spree and at times seems to wear the pants in the relationship. Her life goal is to settle down with Mickey and raise a normal, happy family of their own.
Mickey Knox
Mickey was a traveling meat salesman who happened to call at the Wilson home one evening, fatally altering the course of both his life and Mallory's. He was instantly attracted to her and knew they were soul mates. He will do anything for her. Mickey was known to the police before he became one half of "Mickey and Mallory"; his rap sheet included auto theft, for which he served time in prison before escaping during a tornado. He is a complicated man; hugely protective of the woman he loves, he kills anyone who abuses her but he is also capable of the same abuse himself, calling her a "stupid bitch" like her father used to do, and also hurting her deeply by bringing another woman into the relationship because he wants to find out what it is like to have a threesome.
Mickey feels remorse when he kills the Navajo Indian because he had never planned to do so; the man's chanting reminded Mickey of his parents and in his drug-tinged state he believes that they have come to attack him. Mickey came from an abusive background, and this is another reason for the instant connection that he and Mallory have to each other.
Wayne Gale
Gale is a reporter, a man who would call himself a journalist but is really little more than an ambulance chaser when it comes to getting a story. His news is not the informative, thoughtful kind, but the sensational, criminals-as-celebrities, voyeuristic kind that plays on the worst side of human nature. Gale himself has no moral backbone to speak of and does not see any kind of line that he shouldn't cross when it comes to filming the Knoxes. He has access to them and knows their location at any given time yet never once contacts the authorities to tell them where the pair are or how they can be captured.
Eventually Gale begins to feel something like Stockholm syndrome; he is not a hostage and can leave the pair if he wants to but he is a hostage to how badly he wants to keep the exclusive rights to their story, and so cannot bring himself to leave. He begins to commit violence too, and thinks of himself as part of their team rather than an outsider, realizing too late that to Mickey and Mallory he is completely dispensable because the best witness to their crimes is not him, but his camera. Gale thinks of himself as a person of importance in their lives but does not realize until the last that he is just the man carrying the camera.
Detective Jack Scagnetti
Scagnetti is as much of a psychopath as the couple he is pursuing. He has a history of using prostitutes and then killing them because he knows that their deaths will not be investigated. He is always several steps behind Mickey and Mallory and is also attracted to Mallory sexually. When he visits her in her cell he uses his position of power and authority to try to hit on her and it is clear that he intends to rape her if she does not cooperate; he never considers that she will be able to overpower him and slash his throat. Like most men he constantly underestimates Mallory.
Warden Dwight McCluskey
McCluskey is the warden of the jail that houses Mickey and Mallory as they await trial. He is a hard man who wants to see Mickey and Mallory dead and does not care how this is accomplished. Recognizing the psychopath in Scagnetti he suggests to the detective that he kill them whilst they are being transferred to a mental institution. He is wary of his prisoners and knows that they have the power to control the situation at the jail because of their infamy and celebrity. He loses his authority very quickly during the prison riot instigated by Mickey's interview with Gale on the television; when he tries to shut the interview down he is forced to retreat when Mickey threatens to kill his guards live on national television. McCluskey is ultimately killed by hordes of inmates as they escape the prison.
Ed Wilson
Wilson is Mallory's father and the man who bears most responsibility for turning his daughter into the killer she becomes. He is abusive, both verbally and physically, and also rapes his daughter on a regular basis; he is also physically abusive to his son. He is murdered by Mallory and Mickey, who kill him so that she and her brother will finally be free.
Mrs Wilson
Mallory's mother does not try to stop her husband abusing her children, nor does she shower them with love to try to mitigate the damage he has done; she is actually an extremely neglectful mother who turns a blind eye to her husband's rape of their daughter, and to his abuse in general. She is killed by Mickey and Mallory.
Warren Red Cloud
Red Cloud is an old Navajo Indian man whom the Knoxes encounter in the desert. He seems to have a calming influence on the couple and gives them both food and shelter. Feeling Mallory's anger and dangerous energy, he attempts to heel her with fire and chanting, but this proves to be his downfall, when a drugged-up Mickey hallucinates and believes that Red Cloud is one of his parents and he shoots him. Red Cloud is unusual in the story in that his murder is the only one that the couple feel remorseful over.