The Baron was by far one of the most fleshed out and interesting NPCs I have ever seen in a game.
It's amazing how they can write him so very unlikeable and yet at the same time make him likeable and relatable, make us feel sorry for him despite all his mistakes, make us believe he is trying to repent almost.
The way he was written was incredible, the way the story is mysterious, how vague he is, how he conveniently leaves huge parts of exposition out and steadily the story unwinds. You're left questioning his motives during the quests, is he genuinely in love with Anna or is she merely a possession he wanted to lock up, did she steal something? Does she know something we don't? Did he do more than he claims? Is he going to kill her? It's never clear during that first play through what is going on because he's written to be so shady, temperamental and defensive regarding the situation.
It's a shame there was no happy ending for him but I understand that the reason for that is to prove that consequences have to be lived with. I would have liked to see him back at Crows Perch...felt empty there without him.