John Bly, the Big Bad of The Adventures of Brisco County, Jr., actually cites uses this trope as the reason he refuses to free his now-useless hostage in the episode "Fountain of Youth": "Why don't you let me go? I'm no use to you anymore." "Because I'm evil, Professor."
Arrowverse villain Damien Darhk is so gleeful about his villainy that, when Oliver gets pissed at him for breaking their deal to spare Oliver's friends, Darhk just smiles, points both his thumbs at himself, and says, "Bad guy, remember?"
Babylon 5 was mostly pretty good about avoiding this, going by the motto "The monster never sees a monster in the mirror." In fact, there are still a sizable number of fans who believe that one or more of the show's villains was right. Except for President Clark, whose ideology was future human fascism, with extreme xenophobia against the other races. When the rebellion is winning and he's about to be deposed, Clark is going to destroy everyone with him for spite and fear of its eventual fall, with the very appropriate order "Scorched Earth". Clark tries to do more or less what Hitler would have liked to have done had his domain been larger than Berlin/had there been much of Germany left to destroy anywaynote Or rather, what he ordered Albert Speer to do, but Speer, despite his friendship and loyalty to Hitler, just couldn't get behind the order, seeing as it was pointless.
The Regency-era version of Blackadder is under no illusions about how much of a bastard he is at heart. When Napoleon advertises for a "treacherous, malicious, unprincipled cad", Blackadder gives it due consideration.
Raymond Reddington of The Blacklist is one of these for sure. When told by Liz Keen that he's "a monster", he simply answers "Yes."
The Trio, three supernerds who explicitly set out to become supervillains because they thought it was cool. Warren, especially, would constantly go on about being a supervillain. They were really bad at it though. At first.
Spike, on multiple occasions, proudly reminds the Scoobies that, although defanged, he is still a demon and therefore evil. Harmony (in Angel) is more ambivalent; apparently, she doesn't mind being good but, ultimately, cannot help doing evil.
Harmony: Is this okay? I mean. I am evil, technically. I don't mind torturing her for the team.
See also Faith in season 3. After the accidental murder of the deputy mayor, she throws herself so far into villainy that she becomes about as scary as Angelus. Justified in that she first wanted to corrupt Buffy by forcing her to kill her, and it then turns out that Faith genuinely did have a death wish.
The massive jump in the quality of life she experienced from switching sides didn't hurt either.
And the First Evil does what she does because she is, well, evil.
Buffy vampires are unapologetically evil in general, unless they have souls.
Glory and Caleb.
Adam, being a demon cyborg and programmed to kill. Despite murdering his creator, Adam accepts this purpose and goes about fulfilling her Evil Plan.
In the Angel spin-off, the lawyers of Wolfram & Hart, most notably Lilah Morgan. With demons being evil is often part of the territory, but these are humans who have made a conscious decision to serve evil, despite (as lawyers) being well aware of the fine print of a Deal with the Devil.
Pretty much every bad guy in Charmed is one of these if they aren't pretending to be human. The Underworld is fully comfortable with being Evil and openly admits to it. The head of the Underworld is even called "The Source of All Evil".
Dexter is this for the most part. While every now and then he's shown imagining himself as a vigilante superhero, most of the time he's shown as being well aware that he's a monstrous psychopath, just one with a little more self-control than those he targets. Obviously he can't really go out and say it to anyone except those who end up on his table, however...
The Valeyard, a possible Bad Future version of the Doctor himself.
Even more so, Sutekh! "Your evil is my good. I am the Sutekh the Destroyer. Where I tread I leave nothing but dust and darkness. I find that good."
Peter Hale of Teen Wolf seems to exist only to be villainous and then disappears until needed again to be villainous.
In The Flash (2014), in Zoom we get a case similar to Anubis in Stargate SG-1. When disguised, he describes The Dreaded Zoom in such terms that there's no way he sees himself as being on the side of the angels. We also get the Memetic Mutation-inducing line when Barry has captured him: "You can't lock up the darkness!"
Flosso of FlashForward takes this trope and runs with it. His first on-screen appearance involves him shooting one of his subordinates who delivered something, for no apparent reason. His official introduction starts with him lighting up a cigar, stating that he has done so his entire life, and pointing out "only villains smoke." When someone interrupts him, he flicks the still-hot ash at the offender's face, smiles, and proclaims "I'm a villain."
iZombie: Blaine mocks the idea that he has an excuse for his actions, citing "Daddy issues. Megalomania. Greed."
Almost all of the older series of the Kamen Rider franchise have this type of villain. Most of the villainous factions are evil terrorist organizations with the goal to take over the world. However, the more recent series avert this, giving villains clear goals and/or beefs with humanity. The villainous groups in most of the newer series are either sapient species who feel threatened by humanity or Well Intentioned Extremists whose plans will result in the loss of many innocent lives. Crossover movies play this trope a little bit straighter; Because villains nowadays have their own goals that are, if you think about them, incompatible, often the villains unite actually calling themselves villains, and say they're going to defeat the "heroes," despite being, in their own series, the kind of people who think they're the heroes for trying to smash down those worthless humans so their own races can prosper. Being "evil" is pretty much all that will be shared by every member of a group that is made up of ten villain organizations, so you basically get the Legion of Doom. (However, OOO, Den-O, All Riders: Let's Go, Kamen Riders! at least addresses the incompatible goals. At headquarters the different organizations begin to argue, but Shocker's Great Leader, the Big Bad of the original 1971 series, tells them that they'll conquer the world first and then decide what to do with it; they all accept that.)
Kai: Why do you want to destroy the Planet Water? Prince: Because it is full of good, and I am full of bad. I think that's all there is to it. I'm not very complicated really.
While he's this trope, he chucks it off to being born a Sealed Evil in a Can (in this case, a planet), with the intended purpose of keeping balance, and blames his existence on Neglectful Precursors of some sort. He likes the being evil part, but he doesn't like the being sealed or keeping balance parts. He gets his wish...sort of.
The Mighty Boosh: The Hitcher loves to tell the audience he's pure evil and raps about it in his theme tune. In The Mighty Boosh Live, he spent a few minutes extolling his evil to the audience and didn't stop when he ran out of examples: "I'm—I'm a knob!"
The radio version has Vince and Howard thrown in prison and in the cell next to them is a man who simply mutters threats to them for hours on end ("I'm gonna snap your nose off and toss it at a vicar", for example). Howard eventually plucks up the courage to talk to him and asks him why he's doing that, and he replies that "all I'm interested in is evil".
Dr. Forrester & TV's Frank: What do you expect? We're EVIL!
Oz. Simon Adebisi acknowledges this to Muslim inmate Kareem Said, the night before their final fatal confrontation.
Adebisi: I know you have come here to destroy me. Said: Simon, I don't want to destroy you. I want to help you change. Adebisi: That is what will destroy me. You see I am who I am, just as you are. And I do what I do, just as you must.
Power Rangers is one of the most noticeable examples of this, particularly in its earlier years, where each season's villains would refer to themselves as "[insert title here] of Evil". This culminated in the sixth season Power Rangers in Space, where all the preceding villains were revealed to be members of a "United Alliance of Evil", led by Dark Specter, the Monarch of all Evil. Most seasons after In Space dropped the blatant mentioning of the word Evil by introducing villains with clear goals and motivations.
Speaking of In Space, when The Psycho Rangers introduce themselves, Psycho Pink finishes off their onslaught of Pre-Asskicking One Liners by simply announcing the fact that the Psychos are evil. Adding more to this scene is the fact that, unlike the previous villains announcing themselves as evil, it's actually truly menacing here.
In the tongue-in-cheek Power Rangers Ninja Storm series, we go back to this after the last several series had given its villains real goals and motivations. The villains were known as "evil space ninjas" and used the term themselves. Marah and Kapri once said they were studying for their MBE: Masters in the Business of Evil.
The Janitor from Scrubs identifies himself as evil and takes great dislike in anyone who doesn't fear him, coining the phrase "Fearitude" for his presence. As his truly dominant characteristic is unpredictability, this still hasn't stopped him from helping others on occasion, or acting kindly to people he likes, etc.
Lex announces his intention to become one of these in the Grand Finale. Tess' mind-wipe may have forestalled this.
While the Goa'uld of Stargate SG-1 are Always Chaotic Evil, none of them ever seem aware of how evil they are. Anubis, who also happens to be the most evil Goa'uld, however, is a little different. From his dialogue as "Jim", it's implied that he knows exactly how evil and vicious he is. He spends a good deal of his appearance complaining about how cruel Anubis' actions are and how unfair it is that nobody is stopping him. All while pretending to be a good guy.
JAKE: Quark, listen. I'm working on a crime novel but I've hit a wall in my writing. It's not truthful anymore. Phony, artificial. I'm having trouble creating real, flesh and blood characters, especially nefarious ones. If you could just let me just watch and listen as you pull off whatever it is you're going to pull off, it could really help me out. You could give me insight. I could even model my lead character after you.
QUARK: Lesson number one. No one involved in an extralegal activity thinks of themselves as nefarious.
QUARK: I'm a businessman, okay? Now, if you're interested in learning more about my business, I think that could be arranged.
All the villains in most Super Sentai series, though, like the above mentioned Kamen Rider, the newer series tend to have more human villains who don't see themselves as evil.
To note an exception: Choujuu Sentai Liveman, which had villains who believed that they were doing what was right, and their leader, Great Professor Bias, not using them and even encouraging them. Though Bias becomes much worse at the end, when he reveals that he's been using all of the villains save the completely loyal robot Gash from the start. And he still averts this because he believes that he has the right to brainwash everyone and be immortal, not thinking himself evil.
The Barbaric Machine Clan Gaiark from Engine Sentai Goonger are a strange example. While their members blatantly and frequently mention they represent several branches of pollution, the reason they pollute isn't For the Evulz, but rather because their species requires a polluted environment to survive. Their Big Bad plays this trope straight, as he proclaims himself to be Crime Minister instead of Prime Minister.
In one of the Kaizoku Sentai Gokaiger movies, all the friendly Super Sentai monsters from over the years are found in and sprung from the villains' dungeon; they were locked up for betraying evil and becoming good.
Alex Russo in Wizards of Waverly Place. Whenever someone refers to her as evil, dark, or scary, she just grins and/or giggles. She actively encourages her Cool Loser status at school and deliberately provokes fights with her brother, Justin, because "that's how things are supposed to be".
Soap Operas in general tend to have at least one.
The archetype of the male villain is a extremely rich man who is either the president or a high rank in a huge company of sorts. He is married to his job. When he's not working, he is either abusing his family or developing evil schemes to mess with everyone else. Whenever he appears and is about to mess with someone, ominous music will start playing. He's meant to be hated by the audience, but if he doesn't get enough attention, he might go through a life-changing event in which he becomes poor, starts wearing light-colored clothing, and becomes one of the hero or heroine's allies.
The female archetype is a leech off of her extremely rich husband, who is either another card-carrying villain or the personification of good and completely oblivious to his wife's malice. Instead of being addicted to work, she tends to dedicate herself to manipulating and abusing everyone around her. Extremely possessive. If her husband is the stereotypical good guy, she will always be betraying him with a buff man who is as evil as herself and is there to fulfill her never-ending lust. Rarely goes through the life-changing events that might happen with the male villain, but enough disapproval of the audience might result in a Tragic Past being revealed.
Bela Talbot is well aware that she's bound for Hell and doesn't really care, at least until her Deal with the Devil comes due.
Crowley: Patience is not one of my virtues. Well, I don't have any virtues, but if I did, I'm sure patience wouldn't be one.
Gordon Walker starts out as a Knight Templar, but becomes this after becoming a vampire, since he still refuses to believe that something that's not human could be anything other than pure evil.
We see where Crowley gets it from in "Inside Man".
Dean: Rowena! What's a nice girl like you doing in a place like this? Oh, did I say "nice girl"? I meant "evil skank." Rowena: You say that like it's an insult.
Lucifer was portrayed as a Knight Templar originally, but he seems to have become this some time between "Swan Song" and "The Devil In The Details", as he openly acknowledges in the latter that he's "not the good guy."
Metatron freely admits that his personality is "an absolute piece of garbage".
In Westworld, The Man in Black believes that the park is missing a villain. As a result, he styles himself as the ultimate villain who uses Westworld to indulge in his most depraved desires.