The Entity from Atop the Fourth Wall. For such a campy, silly show about a Man Child who reads comic books, this thing is terrifying. For one thing, it seems to lack physical form. And from there, it all goes downhill. It's so deadly, the guy fighting it became a Multiversal Conqueror feared throughout creation just to stop it.
The "Jackal" in a Creepy Pasta called "The Cave". Carvings of it found in the cave are all mostly scratched out. When the protagonist sees it, it's so incomprehensible that it really "looks" rather like that.
The PodcastCritical Hit's main antagonists are The Void, a group of insane Gods who inhabit the world's moon. They are all insane, powerful beyond belief, and have wonderful names such as "She Who Slumbers In Agony."
In Fine Structure, the Big Bad is an Omnicidal Maniac type, and there's another one ("The Imprisoning God") keeping him somewhat in check. Technically, the Big Good is one as well, but he spends most of the story as a human being.
In the Global Guardians PBEM Universe, Lovecraft was right, sort of; he just got the details wrong. The Great Old Ones that invaded this reality at the beginning of time were imprisoned by the Powers That Be (or at least the Powers That Were at the Time), and in the modern day, the heroes have to deal with their remnants, their cultists, and their attempts to re-invade reality.
The Cthonians, the mortal descendants of the Great Old Ones, want to free their ancestors from their mystic prisons. The heroes naturally think this is a bad idea.
Lambda features the beast called "Ichi". It is said to guard a power source called the White Pool.
"Its horrifying appearance cannot be fathomed by a thousand wise men. They would go mad before seeing its partiality. Its unrecognizably twisted mind if that is indeed what it is cannot be predicted by a thousand prophets. They would perish before probing its shallowest depths. Its power cannot be harnessed by a thousand magi. They would melt and explode from its uncontrollable flow."
From Rainbow Dash Presents: Haunting Nightmare, we have Smarty Pants, who possesses Twilight Sparkle and plans to be eaten by an even larger eldritch abomination so it can continue it's unholy life cycle. It only fails to do so because Thrackerzod has already laid claim to Twilight itself.
The Transapients, and especially the Archailects of Orion's Arm. The very least of them is as far beyond a baseline human as that human is beyond a non-provolved animal. They are so advanced that their individual thoughts are sentient. Their physical forms vary from "Moon Brains" to entire pocket universes with just a small piece sticking out into reality.
And most of those listed are "friendly" to humanity, though there are also entities that turn entire colonies into masses of flesh and metal as "art".
The Cjopaze from Ruby Quest is apparently the force responsible for downfall and corruption of the facility and also the reason why the Brig/reality has been tearing apart over the course of the story.
SCP-682 is an extradimensional, shapeshifting, reptilian creature with a murderous hatreds toward all life. It can regenerate from anything, including (but not limited to) vaporization, vivisection, being eaten alive, and being shot into the sun. It has a disturbing tendency to cause any SCP with shapeshifting, transmuting, or creation capabilities to produce another copy of itself (to the point of being a Running Gag). Oh, and SCP-343 (who is God) said, "he isn't one of mine; deal with him yourself". Yeah.
SCP-738 appears to be the Devil in his deal-making guise. It says that the price for elimination of SCP-682 without harm to the world is beyond the ability of the the Foundation to pay. Some time later, they locked it inside a chamber where physics are essentially in sandbox mode, and fiddled with the controls in a way that'd completely annihilate regular matter. The damn lizard enjoyed this.
Whatever was responsible for the destruction of the world accessible through SCP-093. It granted this world advanced technology, along with "his tears", some sort of purifying liquid that was liberally used to cleanse bodies for anything. Cold? Get submerged in tears. Murderous insanity? Submerged in tears. Cheated on your husband? Submerged in tears. They eventually warped victims into faceless, rampaging zombies that absorbed their victims to become stronger and bigger. The away team encounters several the size of skyscrapers. It gets worse than this. Much, much worse.
SCP-1129 gives the impression of being an Eldritch Abomination. That is, anyone viewing it directly, or viewing a photo or video of it, immediately becomes convinced that it's intrinsically wrong, should not exist, and must be destroyed. However, looking at an illustration of it merely gives the impression that it's strange. Technically, it shouldn't be able to exist in our universe, since it seems to occupy more than the usual three spatial dimensions, but that shouldn't cause people to react to it with hatred, loathing, and fear.
It's implied that SCP-993, aka Bobble the Clown, is one of these and has been alternately hindering and helping humanity. Bobble is just its most recent form.
SCP-435 is a meteor with one of these bound to it. It's got a very strange shape which includes fractal tentaclesand can only be distinguished with computer enhanced images, is seemingly immaterial, any solids that pass through it tend to get violently accelerated at best, and if the meteor isn't illuminated at all times, the thing can move and grow, and might end up going into the ground, with undesirable results. The worst part? That's just the thing's shadow on this universe, it was he who made the darkness, and hates the light with a passion, which lead to its sealing to the meteor, from which it would take a mere 90 seconds of darkness to escape. Oh, and the emergency plan consisting of "dump the rock in another universe and hope for the best" might just break the seal completely.
SCP-582, nicknamed Bundle, is an extremely dangerous and powerful Slender-Man like creature with many forms and many names. What is interesting is that it is actually a meme that manifests in the real world whenever somebody who has been exposed to the meme writes a fictional narrative about it. If somebody were to write about it destroying the world, it would do so and it would be impossible to stop, except by preventing the writer from finishing the story.
The Slender Man easily qualifies for this. He's an eerie being who looks roughly like a man in a black suit; as his name indicates, though, he's unnaturally thin and tall—anywhere from twice to three times the height of an adult male human. His arms branch into lashing tentacles, and (depending on which depiction you're looking at) he either has no face at all or a different face to everyone who looks at him. His modus operandi is mysterious, including (but not limited to) kidnapping children, the impalement and disembowelment of his prey, and lurking outside of houses just to watch you. He seemingly possesses the ability to warp time and space, and can turn something as simple as a bedroom doorway into a twisting maze. Some hypothesize he may be a Tulpa—an idea given form and life by accumulated belief. Oh, and some people think Slendy's starting to gain real-life existence, too.
In There Will Be Brawl, we get the multiple Mr. Game And Watches once they use their Final Smash. This is especially surprising because they are seen all over the city earlier, socializing and holding down normal jobs.
Todd: Part of me resents the idea that she's the pop star that it's safe to like. And I don't mean safe, in that she's less likely to devour you.
Whatever is in the Cave of Red Flies from The Wanderers Library. It had smooth red skin like that of a frog, had the body of a bare man, legs like those of an eagle, and four crimson-feathered wings. I could not see his head or face, or more likely my sanity forbids me from remembering. But I remember those two great eyes, impossibly large, shining with an intelligence like laughing fire. That's hardly the only example on the site.
Humorously addressed in an advertisement for Elder Sign.
H-M Brown's Shell introduces us to a strange creature that is difficult to describe and has led those who saw it into madness.
The podcast Welcome To Night Vale features plenty of these, most memorably the Glow Cloud: a giant flashing cloud whose colors change depending on viewer, that rains animal carcasses down on the town and possesses Nightvale citizens. It eventually becomes Chairman of the School Board.
The Non in Dragomirs Diary are occasionally described as things which were not meant to exist. This might explain their shadowy bodies, green eyes, abnormally-powerful abilities, and general weirdness.