During the 90s comic book phase of 'grim and gritty', DC's Justice League was played for laughs by Giffen and DeMatteis until the arrival of Despero in JL #38 and his subsequent killing spree (including killing a team member's parents) and introducing a new 'serious' phase in the history of the book... whose readership then tailed off.
And with the advent of Infinite Crisis Justice League ally Max Lord was retconned into being one of these. His recent return as a White Lantern ramps this Up to Eleven.
The supervillain Harm in Young Justice; the first page of his first appearance is marked by Arrowette, bloodily impaled with one of her own arrows, saying "But that's n-not funny..."
Willy Pete in Empowered gruesomely killed a bunch of people by literally raping them to death (which is all too easy for him to do, as he is a fire elemental who cannot shut off the powers that make his body superhot) in his very first appearance. Note that we're talking about a comic book that was almost purely comedic up until this moment.
Since he is a fire elemental, his raping them to death wasn't done in any of the normal ways, because the meat burned away too quickly. So he'd use an eye socket, since the skull would hold the pressure better. More durable sorts he tended to cannibalize (occasionally as they watched), since he couldn't eat normal food because it burned up in the same way; superhero meat would resist longer and be perfectly cooked by the time he could eat it.
Ninjette's pursuers, while having their moments of black humor, ventured firmly into this territory when they hunted her down, and after suffering much pain, decided that the best way to bring her back without further incident was to chop off her arms and legs, which she wouldn't need anyway to fulfill her destiny as a ninja baby-maker. She was saved by her friends in the nick of time, but the mental image of what they tried to do left her a bit unhinged for the whole next volume.
Deathmonger became one of these by way of Cerebus Retcon. In volume 1, she is not seen on-page and sounds like a simple Grim Reaper-themed villain with an army of "scythebots", albiet one described as a large-scale threat. However, when she finally appears in volume 6, she is reimagined as a powerful necromancer who targets heroes to make zombies out of them.
Scott Pilgrim is a Wickety comic, and starts out very happy until Gideon Graves showed up and stabbed and killed Scott and Ramona (well, Ramona almost gets killed).
To a lesser degree, the Katayanagi twins also messed up the comic's quirky nature.
Sonic the Comic, while becoming somewhat dark as the issues passed by, really started becoming dark once Super Sonic appeared. It got even worse when he separated from Sonic and even more worse when Chaos appeared.
Metallix (The STC version of Metal Sonic) also counts. The first model was the first real threat Sonic faced, with Sonic's victory over him being narrow and the stories afterwords getting much darker. While his successor didn't exactly make things darker, he lead into the next iteration:The Brotherhood of Metalix, an entire army of Metalix as strong as the first model who Sonic barely defeats... only for them to return, as strong as ever and use a pirate omniviewer to rewrite time So that Dr.Kintobor never became Robtonik and thus never put in the one thing that could stop them: A self distruct. This forces Sonic to create his worst enemy just to stop them. On top of this they held Porker Lewis captive for a month, the trauma of which lead to him quitting the Freedom Fighters.
After Metallix came Commander Brutus, an elite Badnik commander with Robotnik's brain patterns who broke away from his boss and proved to be just as much of a threat.
Archie's Sonic the Hedgehog comic similarly started out rather lighthearted, but Robotnik was gradually made more and more into an actually menacing villain, and as he did the general tone of the series grew darker, and the constant gags and attention to construction that fueled the early installments gave way to constant peril and at least one issue that was almost entirely traced. Then Robotnik died and the comic turned to high school relationship drama, and I'll leave it up to you what effect that had on the tone of the series.
Played with upon Robotnik's return and revamp as "Eggman". While he's still the biggest threat in the series for the large part, and has played part in the mass genocide of several notable characters (as well as robotocizing Sally Acorn and seriously wounding Antoine), it is merged with an unusual dark comedic wit and whimsy that matches his other more inneffectual counterparts. He even has his two mooks from the games to banter with as he simultaneously terrorizes Mobian civilians.
While more a villain for Knuckles, anytime a character with the Enerjak name shows up, things are going to get bad. Knuckles' current Arch-EnemyDr. Finitivus also qualifies. He's completely uncomedic, and his first Evil Plan led to Knuckles becoming the new Enerjak and the death of Knuckles' father Locke.
Darkhell is believed dead several time, but everytimes he shows up, it always ends up with people dying. Even more extreme, the flashback show that he did a lot of horrible things in the backstory : so far, almost everything bad to ever happen on Alysia has somehow a connection to him... no wonder he became The Dreaded in all Alysia.
While the Guardian was more of a Lawful Neutral type than an actual villain, his role as an antagonist in book 2 caused the whole cast to die, ironically because of him).
While Skroa didn't really have time to cause much harm at his introduction in book 2, his come-back in book 7 and 8 caused a lot of death and almost led to the extermination of the Jaguarians. Spoilers about the next book suggest that he might do ever worst soon.
The Nodwick print comic, in order to move from the gag-a-week strips shown in Dragon Magazine into a Myth Arc, introduced one of these as a Big Bad: God of Evil Baphuma'al, who was a lot more competent than Dragon villain Count Repugsive (though, really, outdoing a villain whose first 'Evil Plan' was using his undead armies as part of a blockbusting scheme isn't that hard to beat...). Repugsive did get A Day in the Limelight in the print comic (where he ironically came closer to conquering the world than Baphuma'al did), but the plan was mostly Played for Laughs (it involved turning the universe into an 8-bit platforming game) and the heroes defeated him fairly handily. Repugsive inadvertently got mixed into the main storyline and ended up helping to save the day in the end; the villains attempted a Grand Theft Me scheme to upload Utharr's mind into his body, and failed because Repugsive's mind refused to let itself get entirely booted out.
While stories about Batman are normally not comedic or light-hearted in nature, The Joker's reappearance in Death of the Family, after a year-long absence, certainly changes the mood to more dramatic, more serious, and terrifying. Where Night of the Owls felt like a mystery/action thriller, Death Of The Family feels like a horror story.
Paperinik New Adventures has Due and High Caste Evronians (or higher). Where most of the series tend to be still comedic in spite of being Darker and Edgier for Disney comics, Due's four appearances are some of the few times where Paperinik nearly gets killed, and the Evronians, usually relatively harmless villains, shows exactly why they are the dominant power in the galaxy and have never suffered a major defeat before when High Caste members show up. Needless to say, those times where both Due and Evronians of the highest caste showed up were among the most dangerous issues of the entire run, with Paperinik only surviving due sheer luck (the first time the Evronians were pissed at Due for hijacking a group of newborn warriors and saved Paperinik by taking them back and waiting until they were recovered before blowing up everything, and the other was only due the Evronian Chronic Backstabbing Disorder getting in the way at the last moment).
The Transformers: More Than Meets the Eye: Has all sorts of quirky humor and conflicts. The Decepticon Justice Division's appearance turns their arc into a desperate struggle for survival against a team of Knight Templar troops. Their ruthlessness makes all Decepticons current and former dread. Overlord's appearance The Transformers: Last Stand of the Wreckers didn't have the light tone to make him contrast as much, but here, he just decides to go out and murder a bunch of people, and goes on a rampage through the ship.
The Transformers: Galvatron serves as this in the UK side of things, his first appearance in Target: 2006 protraying him as an unstoppable and highly intelligent force that forces the Decepticons and Autobots to work together, and he still ends up scoring a Near Villain Victory and his plan is only foiled by a trick from Unicron. He is played as a major threat and played very seriously in all appearances, and heralded the beginning of a more 'epic' UK stories that had a larger impact on continuity (as well as the UK stories being considered darker and more complex than their US counterparts), as well as increasing Furman's willingness to write out or kill existing characters.
In the US stories, Shockwave serves as this in the New Order arc. When the Autobots have seemingly defeated Megatron's Decepticons and are celeberating their victory, he suddenly turns up and oneshots and captures all of them (barring Ratchet, who was elsewhere), takes over the Decepticons, and strings up the Autobots' remains like hunks of meat, and kills Sunstreaker as an example to Megatron. He even decapitates Optimus and probes his severed head for the power of the Creation Matrix, leaving the Autobots more helpless than they had ever been at any other point.
The Flash is one of the most lighthearted heroes from the DCU. However, all that goes out the window whenever a Reverse-Flash shows up. To clarify:
Professor Zoom/Reverse Flash I is a time-traveling sociopath who killed Iris Allen, traveled back in time to kill Barry's mom for the heck of it, and is best exemplified by his standpoint in Justice League: The Flashpoint Paradox, where he is perfectly willing to be obliterated with a timestream if the Flash goes with him.
Carnage serves as a classic example from the main continuity. Being a psychotic serial killer with a symbiote that both runs on and craves blood, he particularly stands out amongst Spidey's colorful Rogues Gallery because he's not interested in money or power; all he wants to do is kill as many people as he can, as violently as he can.
Morlun from JMS' run - not for the run itself (because he was literally the first antagonist), but series as whole. Because he significantly ramps up threat level, his mere presence is a sing thigns are about to turn grim. Spider-Verse takes this Up to Eleven when his entire family is introduced.
Dread Dormammu was this for original Doctor Strange stories. Before him Strange was usually foiling plans of the likes of Mordo and Nightmare, which, while usually pretty vile, were't anything he couldn't foil in ten to twelve pages. Dormammu was first who required multi-part storyline to be dealth with, setting much more serious tone, and short time later, he threw Strange, Anciet One and Clea into desperate fight for survival that lasted through rest of Stan Lee and Steve Ditko's run.
The Black Dahlias in The Order were an all-girl gang that attacked and brutally murdered the Order's former members, which was quite a change from the science fiction villains that they'd previously dealt with.
9-Jack-9 from Zot! - among all the villains he is most cold, ruthless, calculating and menacing and his appearance pawed way for both other dark villains, villains like Zyvox and lead to Earh Stories - as Scott McCloud admitted, Jack's appearance made him realize Zot's world is not as innocent as he thought.
Not in the series itself, but apparently John Aman, Prince of Orphans, was this for Orson Randall's time as Immortal Iron Fist - Orson would have various adventures with his pals in the thirties, but whenever John showed up to hunt him, things would stop being fun. It finally led Orson to leave the team before John kills them to get him.
Similar to the Flash, Captain Marvel is fairly light-hearted adventure most of the time. But all that changes whenever his archnemesis Mister Mind appears. Whereas the rest of the Marvel Family's foes are simple, likable supervillains who come up with a crazy new take-over-the-world scheme each week, Mister Mind is a sociopathic manipulator who only ever makes his presence known when he has a solid chance at victory. He's the only villain whom Captain Marvel unambiguously, genuinely hates and considers beyond redemption. He's also probably the most dangerous villain in the series, who once nuked a city through sheer manipulation. Most terrifying of all is that Mind has no real motivation to continue committing crimes beyond getting back at Captain Marvel for humiliating him and the sheer fun of it. Even other hardened supervillains like Lex Luthor fear Mind. This is all the more impressive because Mister Mind is a two-foot tall caterpillar from Venus and yet still manages to be terrifying.
52 had a Lighter and Softer subplot around Captain Marvel nemesis Black Adam, complete with Plucky Comic Relief and Big Eater Sobek, a cartoonish animal who was always whining about how hungry he was; borderline Mary Sue Almighty Isis, Adam's new wife, and Osiris, Isis' wide-eyed idealist little brother. Turns out Sobek is hungry because he's a bioengineered avatar of famine, and eats Osiris on-camera.