Madolyn

Were we supposed to be sympathetic towards her at the end?

She has a go at Sullivan for being a liar when she finds the envelope, yet she's the one who happily slept with Costigan without any sort of regret or "we shouldn't be doing this". It's not even like she was seemingly unhappy with Sullivan and their relationship to be doing that, as in several scenes later she's shown smiling with him and wanting to get intimate. Plus she gives him news about the baby all excitable, when she must know that there is a very strong chance it might not be his.

She doesn't come across as a particularly pleasant character to me, and knowing what she did with Costigan, may have just as easily slept with other patients.