Watchmen, in which the Well-Intentioned Extremist commits a massive act of unadulterated mass murder and not only gets away with it scot-free, but is actually aided in covering it up by the heroes - because to expose the scheme would endanger the world even more. Although it's left open to interpretation whether or not his plan will ultimately succeed: before chasing Adrian, and with strong suspicions about his plan, Rorschach left his personal notes at the local newspaper. In the last page, after the Happy Ending, a guy in the newspaper reaches towards a stack of papers ("the crank file"). The diary is near the top. The End... Or Is It?.
In the film adaptation he at least gets given a damn good beating from Dan and a lecture on why his actions were wrong. Of course, he knows his actions are wrong, but inaction would have been catastrophic.
It is left ambiguous whether he will ultimately be able to live with his actions. He reveals to Dr. Manhattan that he has been having nightmares in which he becomes a monster despite his intentions (Yes, that's another parallel to the Black Freighter story), and essentially asks whether what he did was right, since it ended well; since he's talking to Dr. Manhattan, the response is, naturally, "Nothing ever ends, Adrian". The look on his face after that, which is the last panel in which we see him, indicates that he is extremely unsure of himself by that point. He mentioned feeling the weight of the dead on his shoulders.
In Mark Waid's grisly mini-series Empire, supervillain Golgoth rules all humanity with an iron fist (yet finds it's not everything he thought it'd be). Even as his problems mount, though, the Resistance finds itself abandoned by its allies and betrayed from within (their fancy new weapons don't work). Oops. Golgoth manages to snap out of his funk long enough to personally crush the last embers of freedom. He is forced to snap his daughter's neck after seeing how his lifestyle has turned her into a monster, but this probably counts as the token loss.
In Will Eisner's graphic novel, A Contract With God, one of the stories focuses on the super of the tenant where the stories take place/centered around. While the super is a middle-aged, balding man with a somewhat bad attitude and a possibly unfriendly dog, he is played in a horrible con. While in his room (the walls of which are covered with pornographic pinups), the niece of one of his tenants enters his room, and offers to show him her panties for a nickel (the setting is in the 1950's) and asks if she can give the dog a treat. While the super's back is turned, the girl (who is twelve years old!) grabs his cashbox and poisons his dog to death. When the super catches up with the girl, she screams rape and everyone sees and the tenants call the police. When the police come for the super, he kills himself and everyone calls him a creep. The last scene we see is the girl counting the money she just stole, not a look of remorse on her face. It's a great story and everything and was probably written to spite The Comics Code, but still.
Thief Max Bird from The Secret of the Unicorn. He threatened to torture Tintin for information and attempted to murder somebody. However, even though he was arrested, he manages to escape jail and, other than a brief mention, is never heard from again. But even assuming he managed to avoid being arrested again, he will have to avoid the police, maybe even leave the country, and does permanently lose his chateau, Marlinspike Hall, and presumably the larger part of his other assets.
corrupt oil executive Trickler and international arms-dealer B. Mazaroff in The Broken Ear. After manipulating two Banana Republics to go to war over oil, working with Mazaroff, who selling weapons to both sides, framing Tintin for treason, and arranging him to be executed without trial, Trickler gets no comeuppance other than the embarrassment that the region he started a war over didn't have any oil at all.
This trope also applies to the Bordurian government. In King Ottokar's Sceptre Syldavia is saved, but Borduria remains a threat in later adventures (despite World War 2), even if the schemes launched by its secret agents continue to be foiled.
The most notable example however is General Alcazar. Although both The Broken Ear and Tintin and the Picaros show that he is just as bad a dictator as his perennial rival, General Tapioca, but largely because he looks on Tintin as a friend, he does not really get his comeuppance. At the end of Tintin and the Picaros, Tintin and Haddock try to persuade him to become a better ruler, but one has to wonder how long that will last. Especially as his conversation with Tapioca shows that he regards Tintin as a naive idealist.
Justified with the title character of Johnny the Homicidal Maniac, who cannot die or get captured because he plays an integral role in the universe.
Johnny: On a crowded street, I could drain a flower vendor of all his blood and not get caught!! People would scream and vomit, and yet, somehow, I would walk away unscathed. I could do that!! Oh. Wait... I DID do that!!
PJ Maybe in Judge Dredd is a gleeful serial killer and one of the worst criminals the Big Meg has ever seen. How does his story end? He uses his impersonation skills to get himself elected mayor. Interestingly, since then, he's used his position to do quite a lot of genuinely good work, such as increasing employment, supporting mutant rights, and most recently working to eliminate Chief Judge Sinfield. All while keeping up his passion for murder.
Shock SuspenStories ran a one-off strip in which a Karma Houdini uses his influence as a newspaper reporter to blackmail people all over town. The story hints throughout at Laser-Guided Karma for the protagonist (this being a staple of the comic and similar titles published by EC) and then ends abruptly with him getting away with murder.
Gepetto in Fables runs an evil empire killing thousands of beings, and enslaving millions. After his empire comes crashing down, the good guys offer him amnesty and move him into an apartment in New York City with all amenities paid. Which was what all the Fables got. Bigby Wolf, the loveable rogue sheriff? Used to eat villages for the giggles. Not a nice man...wolf.
In My Little Pony Micro Series Issue #3 Flim and Flam trick the Hippie Ponies into owing them a large sum of money and losing their farm (so they could sell the land to Filthy Rich) unless the ponies could pay the debt. Thanks to Rarity's help, the Hippie Ponies can make enough money to pay their debt and save their farm... which means Flim and Flam still managed to win a large sum of money out of their shady deal and once again nothing bad happened to them.
Pretty much any elf in ElfQuest gets this one, but not for lack of trying or because the story exonerates them for their crimes: it's because a living elf is much less dangerous than a dead one. The closest anyone comes to getting properly punished for their misdeeds are Winnowill and Rayek, whose eternal punishment is, essentially, being stuck with each other for the rest of Rayek's (eternal, unless he's killed) life.
In Star Wars: Legacy, most of the truly heinous villains, namely Big Bad Darth Krayt, Evil SorcererDragon Darth Wyyrlok, warmongering brute Darth Stryfe, General Ripper Darth Rauder, and genocidal Mad Scientist Vul Isen do receive punishment, several secondary antagonists including Darths Nihl, Talon, Havoc, and Maladi, and Sith Apprentice Saarai decide to say Screw This, I'm Outta Here! at the deaths of their superiors and return this Sith to their Sidious-era ways of subterfuge rather than the all-out war Krayt espoused. As such, they avoid any comeuppance, and with the 2014 reworking of the franchise's continuity policy, it seems likely to stay that way.
Elektra is one, despite the fact that the fanbase loves her. She murdered loads of innocents (for example SHIELD agents). Of course she kills mostly Redshirts that are armed with some weapons, which seems to be justified by the fact that as they are armed she is allowed to fight them. Of course, as a ninja she could use non-lethal methods, but doesn't care. When she is confronted about this, she murders the rogue agent who hunts Elektra to avenge her friends that Elektra murdered. Despite all this the heroes of Marvel Universe have no problem hanging out with her - the same people who can not stand being anywhere near Punisher, who didn't even kill HAMMER troops even though they counld be considered Mooks - he still considered them federal agents, even though their agency made Face-Heel Turn. Elektra did not give that much care.