In Vertigo, we are allowed to identify with a number of characters. When Scottie and Judy are kissing at the moment that Scottie realizes she is Madeline, we have a powerful visual statement. Hitchcock whirls the camera around the two, while the background changes to a previous moment in the film when Scottie and Madeline shared a kiss.
Later, towards the end of Vertigo, Scottie brings up Judy into the tower to frighten her since he has discovered her real identity. As an audience, we are unsure of what Scottie's next actions may be, for he is obviously angered. Judy seems to be equally unsure and frightened, and Scottie visually appears menacing. He goes back and forth between the shadows, with his face the only part of him that has light on it.
Judy's fear becomes our fear, and we understand her position.
Psycho also plays with some ideas of fantasy and desire, within the film and outside of the film as well. In the film, we have Norman Bates who clearly desires Marion Crane, and views her through the peephole. In this moment, we are allowed to see Marion undressing and potentially experience the desire and the pleasure in viewing that Norman would be feeling.
Another moment of fantasy is in the infamous shower scene. Here, the shots are short and choppy, flashing back and forth between the killer's and Marion's perspective. We see flashes of knife every so often.
Hitchcock portrays different characters differently throughout his films, allowing the viewer to identify with characters differently. He also uses ideas of fantasy as a theme within his films, while allowing the viewer to have fantasies as well.