In Christianity and Islam, Lucifer was an Angel who led a rebellion against God – in some versions he wanted to take God's place, in other he refused to acknowledge humans as God's beloved creations, among numerous other reasons - and was, together with all other rebel Angels, sent to hell, where they all become demons. Which makes this trope Older Than Feudalism.
Islam's story is actually slightly different. Satan was never an angel, but a Djinn near God. He did fall because of his pride, and not acknowledging that humans now were in a higher position with the God than he used to be (OK, that part is similar). He did not challenge God himself, but His influence on mankind, saying he'll sway the humanity to corruption, and will show humans are no better. And finally he will not become a demon, he'll just be sentenced to eternity in Hell.
The Bible has lots of examples of this. There's Cain killing his brother Abel. The once-wise Solomon becomes corrupt. A more controversial example would be to allege Heel Face Turns and/or Face Heel Turns by God Himself.
Then there's what may be the most infamous example of all: Judas. Though in a few Alternate Character Interpretations, most notably Gnosticism, Judas actually betrayed Jesus on request in order to ensure Jesus was captured, killed and resurrected as planned.
Loki, the trickster God of Norse Mythology, had one which has been re-written tons of times in order to make him more villainous. Originally, Loki was a harmless trickster and best friends with Thor and Odin, often going with them on adventures. He caused some trouble (sometimes on purpose, sometimes completely unintentionally), but more or less would fix everything in the end, usually with something bad happening to himself and the other gods getting a gift (such as, when he cut off Sif's hair, Thor and Odin ended up with their future signature weapons amongst other treats while he ended up with his mouth stitched close. Or the time he (and the rest of the gods) agreed to letting a man use his horse to help work on building a wall, which nearly meant the Gods had to pay him for itnote with the sun, the moon, and Freya, beautiful goddess of love, and ended up with him being raped by a stallion and giving birth to Odin's multilegged horse), but always meant well. Then, they didn't invite him to mead, and began talking about him behind his back. Loki got mad and invited himself, and began insulting the others in their faces, until Thor arrived as he was insulting Sif. In retaliation for nonstop insulting Thor and conspiring to murder Baldur, Loki was bound naked to some boulders with the entrails of his own sonwhile a snake dripped venom into his eyes, driving Loki insane. When Loki gets free, he will orchestrate Ragnarok in retaliation, leading to the death of all life in existence.
Ironically, Loki's barrage of insults included a false claim of being responsible for Baldur's death, leading to later versions to make that the reason for his punishment. It's a sore spot for many Norse Mythology fans.
Sometimes Loki is said to have predicted his role in Ragnarok and thought he might as well give the gods a reason.
Set, the god of foreigners in the Egyptian pantheon. He was known for protecting Egypt with the desert and the sun god Ra by fighting the god of evil Apep. Then he became overcome by envy and murdered his brother Osirus, which eventually led to his downfall at the hands of Osirus's son Horus and the goddess Bast taking over his Apep fighting job.