At least in the case of Breaking Bad, you can sort of believe Walter White at the start of the show is "making the best of a bad situation" but then he indeed "breaks bad" and turns into a genuinely bad and selfish character. He is terrible to Jesse, he lets innocent people die.

Something similar happens with Vic Mackey in The Shield: he starts as a morally grey antihero (if you forget he's a cop killer, of course) but gradually turns into something else. He's selfish, murderous and in the end doesn't really put his friends first, contrary to what he claims. He's a fascinating character, but not someone we should root for! (But we still do!)