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Absolutely anything to do with the Dark Eldar. Torturing people to death then eating their souls is essentially their version of sex, and it just gets worse from there. "My playthings break so easily."
And on a related matter, absolutely anything to do with Slaanesh.
There is a non-sexual example from 40K as well: The Imperium hates, fears, and persecutes psykers, with the encouragement of the official state religion, the Cult of the Emperor. Of course, the Imperium relies on psykers, and could not function at all without them. More to the point, the Imperium worships one particular psyker; that's what the Cult of the Emperor is.
In one of the Werewolf: The Apocalypse tie-in novels, the signature characters Albrecht and the Margrave each take out their respective ancestral BFS. Albrecht is pleased to note that his is bigger.
Paranoia is loaded with political and social commentary, but while sticking to themes on the Red Scare does a variation with mutants. All of them are executed upon discovery except for a small few who are forced to wear yellow armbands at all times (black if their uniform is yellow) and not allowed the same privileges or freedoms as the rest of Alpha Complex, which already doesn't have much. Player opinion is out on whether or not this is meant to represent Jews or oppressed minorities in general.