Played with in Dungeon Keeper Ami. The titular character is not a villain by any stretch of the imagination, as expected from one of the heroines from Sailor Moon. However, her goal of returning to her home dimension potentially endangers billions, by allowing the Dark Gods to follow her, and she refuses to be dissuaded. As such the Light reluctantly fights against her in several instances.
Of further note is Mukrezar. While unquestionably evil, it is a toss-up weather he actually counts as a villain, per se.
Sympathetic or not, it's undeniable that Aeon Natum Engel's version of the Migou got a valid point for justifying their war against humanity. Namely, about possibly causing a ruckus with their Arcanotech that will wake up certain cosmic horrors, Cthulhu included.
Ashley in the Battle Royale based 72 Hours starts out as this before her Heel-Face Turn. Like many other students, she's just trying to stay alive, though unlike the overtly Technical Pacifist students, she has no qualms with killing. Indeed, she has an innate streak for sadism and is intent on destroying SABRE from within. Luckily for them, however, her infiltration efforts lead her to realise that she's on the wrong side, and she becomes one of their greatest assets in the end. Not to mention, she winds up the only character who ends the book alive.
Deadlock, the Big Bad of The Legend Of Spyro: A New Dawn. She didn't want to be evil and admits that she has her regrets. She's just lost everything, including her sanity, and feels that Spyro and Cynder are responsible for her tragic life, prompting her to attempt revenge. She also feels like her present plan is the only thing she hasn't tried in order to get something extremely important to her. On top of this, she's a very good queen to the Naga and treats them with respect, even being called the best queen they've ever had by some of them.
In the Sonic the HedgehogAlternate Universe FicPrison Island Break, the protagonists are barely even Designated Heroes. Their goal to escape prison isn't particularly noble; all admit guilt, and most intend to commit more crimes on their escape. Their crimes include murder, rape, bank-robbery, fraud on a global scale (Tails claims to have nearly made himself the sole owner and stockholder of Sony), escaping other prisons, and what boils down to terrorism. It's the Morality Kitchen Sink. However, since the story is told mostly from their perspective, Sympathy for the Devil ensues to some degree.
A character named Crow is this. He is regretful about the evil deeds he did and the author has written him as such. Eventually, he does a Heel-Face Turn.
Barley too. He tried to do what was best. It's just that he failed miserably.
Numbuh 86, along with the rest of the Decommissioning Squad, oddly enough were given the Anti-Villian treatment in Operation:REBEL In the story, they seek to capture and Decommission a trio of 13-year-old KND Operatives who are looking for a group of anti-decommissioning rebels called the Kids Eternally There to seek protection from the Squad, the now teenaged Operatives honest don't see themselves wanting to betray the KND for any reason, but Numbuh 86 is worried that betrayal from escaped teen Operatives would be inevitable and strongly believes decommissioning the 13-year-old Operatives is the only way to assure that doesn't happen.
Ballade turned out to be one, as he realized that being the robot Wily's most proud of meant others will fight for the spot, and while he showed respect to his enemies he got no respect from comrades. In the climax of episode 10 he sacrifices himself because continuing with the plan would endanger an innocent human life.
Mr. Black was revealed as this as more of his back story came to light, as well as his guilt and bad luck with the missions he's assigned.
Game Theory does this with Precia Testarossa, who treats Fate considerably better and also explains her motives to both Fate and Nanoha. Add in a minor incident with Chrono and Nanoha is now working with Precia to help her achieve her goals. Fate is also a somewhat different Anti-Villain than she was in canon, given that her personality is still the same - she just has no reason to change sides.
A Growing Affection: Gouki Namikaze wants to rule the world, and is willing to enslave (preferably) or kill (if required) all ninjas to do it. But he genuinely believes that he can make the world a better place. He treats his followers with kindness and respect. He loves his wife. And though he will kill if absolutely necessary, he prefers not to, unlike many of the 'good guys'.