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.
And given its true identity, that means its been watching us since we were children...
The "Machinations of Worms" arc centers around one of the Entity's "cousins", the King of Worms. According to the Absent Grimoire, it can feel fear, which warped its face to the point that anyone who sees it can recognize what it is. As such, it refuses to show its face, preferring to work behind the scenes through its "clockwork soldiers". Its ultimate goal is to master fear and heal its face. Oh, and it's also a lot smarter than the Entity, actively sabotaging Linkara: so far it took control of Linkara's cybermats, used them to infect Harvey Finevoice, Linksano, Ninja-Style Dancer, and the Zeonizer, and directly took control of Jaeris's A.I. Sierra.
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".
And then there's the Leviathan, a mysterious and really freaking hugenote approximate mass: 100 billion suns, approximate size: 10 light-years across object that has made contact with the Triangulum Galaxy, and is probably heading to the Milky Way next. Who built it? Unknown. What are its intentions? Unknown. How was it built? Unknown. What even is it? Unknown. Even the Archailects are confused by this thing's existence.
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.
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.
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.
And, of course, there's a couple hints that our narrator, Cecil, might be one himself. He's probably friendly, though.
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.
The Big Bad of browser game Demon Thesis is one of these, and is responsible for both empowering four college students with Elemental Powers and other spells and creating the monsters they are suddenly forced to defend themselves and others against, all for his own sinister purposes.
In Worm, Scion is one of these. It is a massive wormlike Space Whale, composed of trillions of shards (some of which can grant superpowers) and able to move from one alternate universe to another, even having different parts of itself in different universes at the same time. It operates on Blue and Orange Morality, saving lives only because its original plan was prevented from working by its mate's death, and becomes an Omnicidal Maniac and the Big Bad once Jack Slash gives it the idea.