Coco: Mamá Imelda has an alebrije, a powerful spirit guide that takes the form of a multicolored winged jaguar. Its name is... Pepita ("pumpkin seed"). In life, Pepita was a housecat.
In Frozen, the Snowlem bodyguard Elsa conjures in one last desperate bid to convince her sister to leave her alone is nicknamed "Marshmallow" by the happy-go-lucky snowman Olaf. At first it appears to be a one-off joke, but this persists through the credits, into all auxiliary material, all the way to his appearance as a Guest-Star Party Member in Kingdom Hearts III.
The main villain of Heavy Metal 2000 is given the terror-inducing name of... Tyler. This is because he wasn't evil to begin with, only becoming an Ax-Crazy warlord after being exposed to the Loc-Nar.
How to Train Your Dragon: He's fast, agile, nearly invisible at night, and has the most powerful breath weapon of any species of dragon. He belongs to the most feared species of dragon known, the Night Fury, described in the Book of Dragons seen in the first movie as "the unholy offspring of Lightning and Death". No Viking has ever seen one and lived. Hiccup chooses to name him ... "Toothless," because of his retractable teeth.
Lilo's social worker in Lilo & Stitch is a huge black man (voiced by Ving Rhames in the movie, no less) who habitually dresses in formalwear and a gold earring... named Mr. Bubbles. Subverted in that his first name is Cobra.
The Bowler Hat Guy's Hypercompetent Sidekick and partner in crime is a robotic bowler hat named Doris. She turns out to be the real mastermind, taking over in the Bad Future Bowler Hat Guy unwittingly helped her create. Her name is adopted from her designation, DOR-15.
At one point, Bowler Hat Guy sics a brainwashed Tyrannosaurus rex named "Tiny" on Lewis.
I've got a big head, and little arms. I'm just not sure how well this plan was thought through... Master?
Over the Hedge gives an in-universe example. The animals are utterly terrified of the titular hedge when it's first encountered. How do they defuse the tension?
Hammy: Lets call it Steve. [Vern looks at Hammy questioningly] Hammy: It's a pretty name. Other animals: Yeah, I'm a lot less scared of "Steve".
The Spongebob Squarepants Movie: Plankton sends a ruthless hitman after Spongebob and Patrick to stop them from returning with King Neptune's crown and exposing his crimes of stealing it and framing Mr. Krabs. The hitman's name is Dennis.
Live-Action
In The Adventures of Baron Munchausen, the King of the Moon tries to feed the Baron and his friends to his monstrous, three-headed giant bird named "Sybil".
In Act of Vengeance, the police have nicknamed the serial rapist "Jingle Bells", because he makes his victims sing that song as he rapes them.
In Alien, the title creature is also called by another nickname and that is Big Chap, that nickname sounds cute and harmless, but no. He is a dangerous and sadistic Xenomorph who likes the fear of his victims and prey, especially poor Lambert.
In the Katharine Hepburn/Cary Grant screwball comedy Bringing Up Baby, "Baby" is a fully-grown leopard. He's friendly enough, but he's still a leopard.
The titular monster from The Bye Bye Man drives people into hallucinatory insanity that causes them to commit hideous acts of murder just by thinking of his name.
The title character of Candyman is a murderous ghost with a Hook Hand.
Also from Clive Barker is Hellraiser. The Cenobites are extra-dimensional beings from a realm of pain and pleasure, and resemble grotesquely-mutilated people, so it's a little weird that one of them is credited as "Butterball Cenobite". Likewise, the character credited simply as "Lead Cenobite" was given the nickname "Pinhead" by the crew, for the many acupuncture-like needles piercing his face. The name stuck, and became his official title in most of the sequels.
Captain Marvel (2019): Every alien who meets Goose treats the cat as a scary dangerous creature. They're right.
In Chill Factor the deadly MacGuffin Weapon of Mass Destruction capable of wiping out all life in an area the size of Rhode Island within seconds of thawing over 50 degrees Celsius is code-named "Elvis". And yes, this means the (intentionally and/or maybe not-so-much) comedy of seeing a bunch of generals and government men-in-black saying, in an incredibly somber fashion, that "Elvis has left the building".
The monster in Cloverfield became known as... Clover.
The carnivorous ape monster with a set of bear trap jaws and capable of completely devouring three adult humans (or rather "two human beings and Wilma") from The Crate segment of the movie Creepshow was actually named "Fluffy" by the production staff.
Diamonds Are Forever: Two of Blofeld's minions who are keeping Willard Whyte prisoner in his house are named Bambi and Thumper. They prove to be a little difficult for Bond to deal with.
From Django Unchained we have Calvin Candie, a cruel plantation owner who amuses himself by throwing slaves into Gladiator Games.
Double example: The name used by the Devil in The Exorcist AND by a psychotic killer in Strangeland? Captain Howdy.
Fluffy is a 1965 Tony Randall film about the title character, a full grown household dwelling lion.
Prince Nuada in Hellboy II: The Golden Army has a large cave troll with a robotic fist on a chain. He calls him Mr. Wink. He's named after Selma Blair's one-eyed dog.
The Jungle Book (2016): The King of the Bandar-Log monkeys is a 12-foot tall hulking Gigantopithecus who talks like a mob boss. His name is Louie. This is a result of the film making him an Adaptational Badass. In the original Disney version, Louie (originally an Orangutan) was not an intimidating or villainous character, and his name was actually a case of The Danza, since he was voiced by — and clearly modeled on — jazz musician Louie Prima.
Played with in Godzilla: King of the Monsters (2019), where Ghidorah's left head is also named Kevin. While this head is slightly less aggressive than the other two, he's still a part of a gigantic terror hell-bent on wiping all life on Earth, and works in tandem with his "brothers" to achieve that end.
In Kung Pow! Enter the Fist, the main (male) villain was named "Betty". It's actually quite a bit worse than that, his name used to be "Master Pain;" he then changed it to Betty.
Life (2017). When the crew of the International Space Station discover a lifeform among samples taken from Mars, it's implied some kind of competition is held to name it as we see a cute kid on a live broadcast in Time Square naming it after her school: "Calvin." This trope happens when the lifeform breaks out of containment, threatening not only the crew but all life on Earth.
Not a creature but it still fits the trope: the gun that Kay gives Jay in Men in Black is a tiny little thing that looks rather like a water pistol. It's called a Noisy Cricket. And when Jay fires it the first time, it takes out a wall, and the kickback is enough to throw him back several metres.
Metropolis: Dr. Rotwang. It sounds like some kind of horrible disease in English, but "Rotwang" is actually German for "red cheek" or, perhaps more idiomatically, "rosy cheek".
In Monty Python and the Holy Grail, there is the powerful and forbidding enchanter who grandiosely introduces himself, "There are some who call me... Tim."
The Psycho for Hire villain of No Country for Old Men, Anton Chigurh, has a surname that is pronounced an awful lot like "sugar", which one character actually comments on.
In Nope, the flying saucer is given the nickname "Jean Jacket". A name fitting for one of the Haywoods' old horses, but not for a huge flying predator that eats people.
Bunny in Platoon, a Sociopathic Soldier who rapes and kills civilians during a pacification mission in a Vietnamese village.
'Pumpkin'/'Ringo' from Pulp Fiction isn't psycho enough, but his girlfriend 'Honey Bunny' most definitely is.
The title demon of vengeance in the Pumpkinhead films.
Pixxi de la Chasse in Repo Chick. A small blonde woman dressed all in pink who can make grown men run in fear by whispering in their ears, point a pistol like she means it and throw a solid punch.
In Reservoir Dogs, Nice Guy Eddie, Mr. Pink, Mr. White, and Mr. Blonde are all crooks.
The diabolical crime lord from RoboCop (1987) has the unassuming name of Clarence. In keeping with the joke, he also looks like a balding, bespectacled accountant (the director went with this look because he wanted a villain evocative of Heinrich Himmler). His banality becomes even stronger to today's viewers who will likely recognize him as the same actor who played the cranky dad on That '70s Show.
In Seven Samurai, Toshiro Mifune's character is named Kikuchiyo after the fake papers he has to "prove" he's of noble birth. Unbeknown to him and to the amusement of the others, Kikuchiyo is the name of a little girl. He still kicks lots of ass.
In Tales from Muppetland: The Frog Prince, the evil witch has a very large ogre henchman named "Sweetums." Sweetums became a recurring character in other Muppet works, and gradually acquired a Gentle Giant persona more in line with his name.
In Trick 'r Treat, the monstrous king of Halloween is named Sam. Presumably short for Samhain.
In The Unborn, the spirit of the unborn child terrorizing Odette Annable's character is named Jumby.
Werewolf by Night (2022) Jack (the titular werewolf) tells Elsa that the bets way to get on Man-Thing's good side is to call him Ted.
In Winter's Bone the criminal, prone-to-Ax-Crazy-violence, meth-addicted uncle of the main character is named... "Teardrop".
