YES. All the time, though here are some ones that stuck out for me.
-Commander Maro. I'm a huge fan of the DB questline, and on my first playthrough where I skipped through the words and just killed people, I hated him. But when I played it again, I felt like a jerk. I mean, he spent his life trying to stop murders, and then the group he was TRYING to stop killed his son, who he obviously loved. Maro seemed so worried about his son when he left, and I felt terrible.
-Bandits. Most of them only attack you because you got too close to their camp, and they're trying to protect it. They even warn you if you come too close, plus, like Mikk said, they all have lives other than being generic baddies.
-Vittoria Vicci. Wow, the Dark Brotherhood made me feel horrible. I mean, it was her WEDDING DAY. And she seemed so sweet. I really didn't want to kill her. Didn't stop me from taking her clothes to use on my character's own wedding day though.