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.
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.
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 and Genre Savvy 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).
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 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 Flash's Rogues Gallery mostly consists of villains that have standards and don't lead too far on the threat scale. However, Professor Zoom, Barry Allen's Arch-Enemy, is a stark contrast. An Ax-CrazySociopath, he is one of the darkest villains the DC universe.
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.
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 run.