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.
Superboy-Prime, who helped trigger the Infinite Crisis, killed Superboy, killed Superman-2, joined forces with the Sinestro Corps, and is currently running around the Multiverse committing genocide for no sane reason, is a perfect example of this.
In fact, all indications are that Superboy-Prime will be redeemed by Superman and the Legion of Super-Heroes in the current Legion of Three Worlds event.
He does get a happy ending in his Blackest Night tie in, his parents and his revived girlfriend forgave him.
Whatever happened there, it didn't stick. Superboy-Prime returned for another go-round with Superboy and the Teen Titans, and ended up finally receiving his due by being trapped in the Source Wall just before the company-wide reboot.
Although given how often he's broken out of prisons that were supposed to be impossible to break out of, and his tenacity at fighting what he feels has wronged him, it looks like that prison won't hold him for long.
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 Daredevil, Lawrence Cranston aka Mr. Fear turns the hero's life upside-down once again, using special drugs to turn Murdock's wife, a reformed friend, and most of the criminals in Hell's Kitchen into fearless, psychopathic killers. With Cranston having already killed the associate who helped him make the antidote for his drugs, Murdock is unable to cure his wife of her madness, and because he needs Cranston's confession to clear her name, he is denied the satisfaction of doing anything worse to him. And to top it all off, Cranston just uses his powers within Ryker's Island to make himself into a veritable superstar amongst both inmates and guards alike (with females COs throwing themselves at him), promising to eventually walk out of prison just as easily as he went in so that he can once again make life hell for Murdock.
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.
Tortuous Convolvulus from the fifteenth volume of Astérix is a master of these. The only reason why he didn't succeed with his mission of wiping out the Gauls once and for all by sowing the seeds of dissent and having them turn on each-other was that he had been put in charge of the most intellectually relieved Roman legion north of Rome (to put that into perspective, it was thanks to them he had his Villainous Breakdown). His only punishment for everything he did was to be shipped back to Rome accused of high-treason, and that would've been all good and well if it wasn't for the fact that he had already been thrown to the lions in the arena once before (resulting in the lions turning on each-other) and a statement from the narrator that there's no reason to fear for his well-being since he, as long as he has his ability to sow dissent (cue picture of his boat back nearly capsizing because no-one takes orders from the captain any longer), would always come out in one piece.
Brutus is also an example. In the comics and in the film adaptations he keeps plotting against Caesar, but though his conspiracies fail and are often uncovered, he never will receive more than a slap on the wrist, let alone entirely lose Caesar's trust. As readers know from history.
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.
Arguably 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!!
Norman Osborn AKA The Green Goblin likes to shove blonde women off bridges and throw exploding pumpkins into crowds. Due to massive political manipulation, he was in the right place at the right time to kill a Skrull Queen on camera, so now the President has given him complete control over superhuman activity. Don't worry though, he's too evil and crazy to hold onto it.
Spidey's employer; J. Jonah Jameson. Somehow, he never seems to ever lost the slightest credibility with the people of New York, who continue to eat up every article on Spider-Man he prints... despite the fact that he is constantly having to retract his libel after his accusations that, say, Spider-Man is really Mysterio or working with Electro, turn out to be false. To say nothing of the fact that Jameson commissioned the first Spider-Slayer, then funded the creation of The Scorpion, and when that failed commissioned the exact same Mad Scientist who turned Mac Gargan into his villainous alter-ego to create The Human Fly, who killed his creator. Plus the ludicrous abuses of power he's perpetrated as mayor of NYC in order to pursue his anti-Spidey vendetta (A police task force to catch one person, who hasn't been formally charged with a single crime?)
Otto Octavius nearly killed everyone on Earth. His comeuppance? He cheats death by trapping Peter in his own dying body via a "Freaky Friday" Flip and takes his place as Spider-Man.
Dark Beast, the evil alternate version of Beast from the X-Men story "Age of Apocalypse". After years of performing Dr. Mengele-esque experiments on his fellow mutants, he ends up escaping at the end into the main Marvel universe. Since then, he hasn't received a proper comeuppance.
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.
Mr. Gone from The Maxx is pointedly given a happy ending.
At the end of Dark Reign, everyone got what they had coming, everyone except Daken, who got away scott free.
And Victoria Hand, Osborne's right hand woman, whom Steve Rogers personally gave a free pass to because "her heart was in the right place." Ms. Hand herself responded with "What?".
Apparently karma was simply biding its time - they've both been killed. Although in Daken's case, it didn't stick.
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.
No matter what appalling feats of megalomaniacal super-villainy he engages in, Lex Luthor always, always, always finds some loophole through which he is able to eventually restore his image and regain trust (or at least Plausible Deniability), which is the one thing that makes it impossible for either Superman or the law to touch him and gives him access to the immense power accessible through LexCorp. The fact that Luthor can pull this trope right out of his ass no matter how incriminating the circumstances never fails to drive Clark Kent bonkers every time it happens.
The one notable exception being All-Star Superman, where Lex has his only real Heel Realization in any continuity, to the point he willingly submits to his own execution rather than escape from prison again.
Now we got Thrash the Devil who decides that echidnas are bastards, shoves the entire remaining echidna race into another dimension. Knuckles might have gotten in a few licks, but Thrash ran away scot free afterwards.
On the other hand, both, but Black Cat especially has undergone their Heel-Face Turn, they've ended up not only abandoning crime, but receiving a few painful and occasionally life-threatening injuries that would have been avoided if they hadn't been trying to do the right thing.
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.
As part of backlash for her popularity and her overused storylines, there are Teen Titans fans that widely consider Raven to be this, for her actions in the New Titans #100 and on. After Raven perished at the end of "Titans Hunt", it turned out that the Trigon-corrupted part of her soul survived as its own persona and possessed another mortal woman's body to do her bidding. Dark Raven then proceeded to ruin Nightwing and Starfire's wedding, implant a "demon seed" into Starfire and leave her traumatized, and begin hunting and making out with Titans to corrupt them as part of her army. Of course, it wound up later revealed that the seed she put in Starfire was the good Raven's soul and both were treated separately. Fans found it either an Ass Pull or accuse Wolfman of making Raven his Mary Sue, especially for the other actions that Dark Raven pulled: murdering people, possibly raping Changeling and other Titans that she corrupted, directing Changeling to rape and/or cannibalize an innocent woman, destroying Tamaran and causing the deaths of Starfire's parents, and many other crimes. As Raven was easily forgiven by the Titans and continued to be a member of the team in later incarnations, there are fans that feel she got off easier than Hal Jordan (for his actions in "Emerald Twilight"), Continuity Reboot aside. This does at the very least get referenced later when a new group of Teen Titans are sent to rescue her and Tim Drake points out that the old Titans seemed to ignore just how often she betrays her friends.
Deathwing, the evil counterpart of Nightwing (due to being corrupted by Dark Raven), got away with raping Mirage and later threatening her to the point where she faked a miscarriage in an attempt to protect herself from him. By the end of New Titans, he's last seen to be getting the demon seed removed from him but nothing further is said on his fate and he doesn't face any comeuppance. Of course, no later writers wanted to touch him and just kind of forgot he existed.
Victor Mancha at the end of the Runaways regular series. His attempts to impress Nico with his hacking skills result in the accident that kills Old Lace and causes Klara to lose control of her powers, which in turn leads to the Malibu house getting heavily damaged. He's then extremely quick to scapegoat Klara for the whole thing and suggests that it may become necessary to hurt her in order to make sure that she doesn't lose control of her powers again (this turns out to be a bad idea, because her vines are the only thing protecting the Runaways from the paramilitary group that has arrived to investigate the crash that he caused.) The closet he gets to being called on any of his behavior is when Karolina weakly chides him for throwing part of the new Leapfrog into the ocean, and years later, he's a regular character in an Age Of Ultron spin-off (because he happens to be Ultron's "son"), while the rest of the Runaways have been declared C-List Fodder.
The Joker. It doesn't matter how many people he's killed or how many lives he's destroyed, even if it looks like he's been finished once and for all, Batman and the GCPD never find a body, and he always comes back to spread more terror and chaos in Gotham City. This is a cycle that's been going on for over 70 years, thanks to Comic Book Time.
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 sty that way.