Okay, now I feel this has to be said. What's with all the people saying "how can you feel sorry for a bunch of 1s and 0s?"
We're NOT feeling sorry for 1s and 0s. Nobody regrets killing an avatar. The whole point of this is that those pixels represent characters, even if they're Nameless Goon #78. To see them only as things to shoot at shows a desperate narrow-mindedness. It was Alfred Hitchcock who famously said "It's not what the audience sees, it's what they don't see," and yet, people seem incapable of looking past the stuff presented onscreen.
So. For all intents and purposes, those red-jacketed Italians in the service of the Borgia family exist to get in Ezio's way and to end his quest. No matter how fast they try to run, or how much they beg, the player will only ever see them as such...unless like most people in this thread, they are capable of seeing through the obvious. Those Borgia guards are not Borgia themselves. They don't even know who Ezio is, beyond the fact he's a cloaked murderer. Do they know the connection between the people he's killed? Of course they bloody don't. Chances are, they never knew what a bastard Il Carnefice was, outside of his personal guard. They don't worship Cesare to the point where Ezio has to die...they simply need to support their families, and I guarantee a guard who lets his boss die won't be getting work in Rome anytime soon.
How many people cried when Scar batted Mufasa off the cliff and into the stampede? What's that? That was an emotional scene? I fail to see how, it was just some colours on a screen.
There is very rarely a two-dimensional character. Just listening to thugs in Arkham City says a lot about them. I notice that in a lot of conversations, only one participant is actually a dick, the rest are quite well-behaved, just trying to get by. Remember that Strange captured every criminal, even if their sentences were already spent.
It's perfectly normal to feel pity for the virtual people you kill. It's actually worrying that 'living out your fantasies' entails the mass-murder of many, many people.
EDIT: An example of my own - playing Firefight on Halo: Reach, I normally have no reservations about shooting Grunts. Yeah, I feel bad for them. But in large numbers, they'll make a mess of a Spartan in no time. But, one lone grunt dashed across the field in front of the bridge, and I quickly hit him with a DMR shot. This is where it got pitiful. He fell forward, and rolled a little bit, coming to a halt a little distance away from where he'd taken the bullet. Just that pathetic little flop he did after the bullet hit him spoke volumes about the brutality of Reach's defence.