What about if you're character is Snake Plisken, or one of a thousand Hollywood action heroes who make jokes in the face of overwhelming odds?If you have an in-character reason for your character to not be intimidated by the warlord, that's fine. It might be stupid of your character, but if it's in-character, whatever. But the problem is with people who aren't intimidated for out-of-character reasons.
I mean I think these are bad characters, and they don't really work very well for a role-playing game, but they're not without precedent in popular culture.
These sorts of characters might reveal a fundamental disconnect in the sort of game everyone at the table wants to be playing, but it's still playing the character of a kind.