Antagonist
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Character Role Analysis
Roxie Hart
We're putting Roxie in the antagonist role because of pure process of elimination. Velma isn't enough of a "villain" character to stand in opposition to Roxie. (She's more of a foil, as you'll see down below.) But Roxie's biggest enemy is herself.
Her big mouth almost gets her in trouble multiple times at the trial, and the primary reason she keeps screwing up her own life and the lives of others is because she wants to be famous. If she weren't so fame hungry, she'd have a much simpler life.
But what kind of a life would that be? Any story needs a villain to be interesting… even if it's our heroine who has to wear the villain hat.