Most of the First Ones on the show qualify, and the Shadows in particular. Their ships basically look like giant pitch-black spiders from hell, and their accompanying banshee scream doesn't improve matters. The first time they are seen in any considerable number is in Londo's dream of Shadow vessels blackening the sky of his homeworld, and his terrified reaction to it says a lot when he is so nonchalant about his other recurring dream, which is a vision of his death by strangulation.
One of the best descriptions of how incomprehensible the First Ones are comes from the first-season episode "Mind War", after G'Kar saves Catherine Sakai when she goes investigating a planet that G'Kar knows to be dangerous. It turns out it's dangerous because it's the home of a group of First Ones (though that part is only made clear in hindsight), and when Catherine asks G'Kar about what she saw, he makes the following analogy about an ant:
"I have just picked it up on the tip of my glove. If I put it down again, and it asks another ant, 'What was that?', how would it explain? There are things in the universe billions of years older than either of our races. They're vast, timeless, and if they're aware of us at all, it is as little more than ants, and we have as much chance of communicating with them as an ant has with us. We know, we've tried, and we've learned that we can either stay out from underfoot or be stepped on. "
It's made clear that the ship was a First One when it's seen again many episodes later as one of the First Ones the Alliance calls upon for help.
The Made-for-TV MovieThirdspace featured a race of ancient aliens that were a kind of Eldritch Abomination, inhabiting a different type of space (neither normal, nor hyperspace) and waiting for a very, very long time until someone finds the Artifact of Doom and activates it, allowing them to be released. Oh, and they have tentacles and extremely strong telepathy, and they cause insanity. Even in the Vorlons. According to the RPG, they move like locusts from reality to reality, devouring and using up each in turn before moving from the ruins of the last to their next prey; the mere psychic shadow of their ancient depredations INSPIRED Lovecraft and analogous authors, not to mention several varieties of cultists, in other intelligent races.
The tentacled monstrosity underneath the Hellmouth is implied to end the world if it were ever released, which almost happened twice, with the heroes barely preventing it.
Glorificus, better known as Glory, of season 5. Sure, we saw her as a Humanoid Abomination, but that's just because she was a Sealed Evil in a Can. She's a hellgod and was so horrific that other similar gods sealed her and banished her from their dimension. Even in this form, she's an unkillable monstrosity that rips out and eats the sanity from people unfortunate enough to run into her.
Illyria in Angel is from a time when the world was ruled by those like her, who saw (and caused) the deaths of innumerable lesser beings and casually travelled between all dimensions, and dismisses the Bigger Bads as inconsequential. Before she was De Powered literally nothing the heroes could do even scratched her, and she only abandoned her attempts to reclaim her domain because, essentially, she got depressed. While she spends her appearances in the series possessing Fred's body, her true form is seen in Angel: After the Fall.
Jasmine was so powerful that even summoning her into the human realm required years (maybecenturies) of careful manipulation, and the events immediately before, such as a rain of fire and mass slaughter, were explicitly described as birth pains. Anyone who sees her (even over electronic communication) is overwhelmed with unquestioning devotion towards her and a desire to serve her, which eventually leads to them becoming one with her mind, their own mind overridden by hers, allowing her to control them. Her name isn't even really Jasmine, as her true name can't be spoken by a human and is the only thing that can weaken her.
The Season 8 comics have Sephrillian, Fray gives us Neauth, Boluz, and Vrill, and the EU Dark Horse Comics showed Ky-laag and Azogg-Mon.
The First Evil, the origin of all evil in the Buffy-verse, that existed "before man, before demon", and is said to be within every thought and being in existence. It takes the forms of others because You Cannot Grasp the True Form.
Beljoxa's Eye, that thing from season 7 who told Giles and Anya about The First. It's composed of sentient eyes and lives in a dimension outside time and space. And it's Sophisticated as Hell. It also raises the question of who or what is Beljoxa and, if that's its eye, where's the rest of it?
The Mayor plans to become one.
Charmed had "The Nothing", a creature imprisoned inside another dimension (located in an ice cream truck). It's been put to good use by devouring demon children.
There's also The Hollow, an ancient entity that exists simply to consume power. It can possess any living being and use it to absorb all power. It's said that if it is let loose long enough, it will consume everything. The threat was so great that Good and Evil had to join forces to seal it away. Though, in the series finale, it's revealed The Power of Three can destroy it.
Then there's The Beast, a creature inhabiting the Demon World who devours the spirits of vanquished demons. Human Cole killed it and took all its power.
Already touched upon in the Literature section, but the made-for-TV film adaptation of The Langoliers is pretty traumatizing if you had the misfortune of seeing it as a child.
Dahak from Hercules and Xena is basically the First Evil from Buffy, but without that pesky unwanted intangibility handicap. When Hercules informed a Titan (they fought Dahak in the past) that Dahak was trying to force his way back into the world, the Titan freaked, and put aside her all-consuming hatred of the Olympians to help out Herc.
Invasion Earth, an obscure Sci-Fi UK miniseries, featured the ND, or N-Dimensional Being, a species (or possibly just one immense creature) that as its name suggests, exists in multiple dimensions. That means it can materialise out of nowhere - and the part of it that extrudes into our dimension is huge. It's so virulent and destructive that an entire alien race committed suicide rather than wait for it to destroy them. And now it's found Earth.
In LOST, you have the Man In Black, who is a pillar of black smoke.
In the GaroSequel SeriesMakai Senki we are given Gajari, a being that despises humans and Horrors; however, we never truly see what he is except for a head, and apparently his physical body is located somewhere in The Promised Land; from the look of his non-physical form he might qualify as this.
Power Rangers contains a whole stack of them, occurring at a rate of about one per season. There was Lokar, Master Vile, Maligore, Dark Spectre, Queen Bansheera, Master Org, the Master, Omni, Dai Shi, and probably a few others. But one of the greatest things about the Power Rangers is that the vast majority of these characters share a single thing in common. They got the attention of the Power Rangers, and the Power Rangers killed the hell out of them. They've gotta do something about that pesky weakness to giant robots pounding the crap out of them.
Sentai's baddest is from Dengeki Sentai Changeman. Star King Bazoo looks like a human head and torso, with mechanical parts and exposed organs, larger than the villains' base. His true form is a living planet. He's also one of the worst in sentai history (yes, it gets worse than Long.)
Darkseid appears in the last season of Smallville and he's possibly even more of an Eldritch Abomination in the show than in the comics. Rather than being a physical being, Smallville's Darkseid is a living cloud of hate, capable of possessing and/or corrupting anyone who isn't "pure of spirit". He's even capable of bringing the dead Lex Luthor back to life. He's also the Beast of Revelations.
Star Trek: The Original Series has the Doomsday Machine, of the episode of the same name. A bizarre ship appears from outside the known Galaxy that is irregularly shaped, looking something like a giant cone irregularly carved out of granite, with an abominable eye at its center looking suspiciously like a gateway to hell. It's virtually indestructible and is capable of destroying and consuming whole worlds. Consider also Commodore Decker's response to it: after it destroys his ship and kills his crew, this man, previously an atheist, describes it as the devil and coming straight out of hell and suffers a complete Heroic BSOD. Later, recovering only slightly, his only response is to mindlessly try to attack and destroy it no matter the cost. Failing utterly at this, he surrenders himself to its power and steals a shuttle specifically to fly into it and kill himself.
Redjak from "Wolf in the Fold", a formless creature that feeds off pain and suffering. When it possesses the ship's computer, the view screens show a bizarre multicolored, constantly shifting chaos that Kirk speculates is where it comes from.
The Crystaline Entity from Star Trek: The Next Generation. It's a large, amoral being that they can't understand or communicate with, and it destroys every living thing it encounters, feeding on all life on a planet, leaving nothing organic, not even bacteria. (Picard suggested that it might not have been evil, but simply a predator who couldn't comprehend that its victims were sentient, but this view was not widely believed.)
It did seem to be able to communicate with Data's brother Lore somehow, who was helping it by helping it find victims.
Q. Sure, he seems human enough, but few things ever encountered in the franchise come close to the level of power his kind possess.
On the occasions when humans and similar beings are taken to the home of the Q, the Q Continuum, they are explicitly told that what they perceive is not the reality of the Continuum, but merely a convenient metaphor for something nothing on their level could begin to comprehend.
"The Immunity Syndrome" featured an 11,000 mile long space amoeba that 400 Vulcans (and their computer) could not fathom, drained the life force of every living creature (presumably - and ironically - down to microorganisms) in an entire solar system, and was surrounded by a moving zone of space in which the laws of physics were fundamentally altered.
The Medusans in "Is There in Truth No Beauty" are so hideously ugly that to look upon them causes insanity. However, they are completely and unmistakenly benevolent and we get a glimpse of Ambassador Kollos' personality when he temporarily borrows Spock's body. The Aesop of that episode, naturally, was about inner vs outer beauty.
The Borg can be considered one to an extent, regardless of being a technological example, having assimilated countless races and technologies in the Delta Quadrant over the course of centuries, stripping them of all individuality and adding them to their collective, travelling in giant cube-shaped ships that are nigh-invulnerable to conventional weapons. And it wants to do this to all races in means of obtaining perfection.
And then there was the Medusan ambassador Kollos, who no one could look at without special glasses or else they would be driven mad. Spock went temporarily mad from just an instant's glance following a mind-meld with it. Dr. Miranda Jones could only act as its assistant because she was blind.
True form Angels in Supernatural. Physically, they (to each other) meet the descriptions of them in religious literature. People who look at an angel in his true form have their EYES BURNED OUT. They inhabit human vessels to be able to interact with other humans safely, however.
Castiel: This is... a vessel. My true form is approximately the size of your Chrysler building. Dean: Alright, alright, quit bragging.
Leviathans and other creatures from Purgatory. They are even referred to by H.P. Lovecraft and by Death himself as Old Ones, and Lovecraft was actually killed by one of these things he had been writing about. Their true form happens to be some form of tentacle monster. We're never actually shown their true forms, but they can slaughter angels without breaking a sweat.
Ultraman feature Bullton, an amorphous "creature" which mess with time and space. A room become loop, inverted gravity, warping stuffs...a mundane facility become Eldritch Location by its mere present. Worse, what appear to be Bullton is really a projection created by two small meteor fragments.
Another good example is Gan Q from Ultraman Gaia. It is a bipedal giant eye with many smaller eyes all over its body. Coming from another dimension, Gan Q found everything on our side funny, especially when things got destroyed. It also has a Psychic Power that can drive people mad just by sight. Its never-ceasing laughter doesn't help either.
The X-Files has an episode involving a series of disabled teenage girls turning up dead... from apparent electrocution through the tops of their skulls. They turn out to be Nephilim (the offspring of Angels and humans) and they were killed by a Cherubim sent to bring them back to Heaven. He did this by dropping the illusion he created to protect mortals. His true form is so horrifically beautiful that to see it is for one's soul to be taken directly to heaven.