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For some reason, capital E Evil and most villains just don't get humor. And we don't just mean in a "doesn't understand the joke" sense; they're usually completely humorless or they're cackling because they're complete lunatics and "Eeeeevil!" Maybe it's because of some implicit assumption that "laughter heals the soul", so someone who doesn't laugh or laughs at the wrong things can't be right in the head. Perhaps it's that humor requires perspective, which villains usually don't have in abundance.
The point is, you'll never see a villain who moonlights as a successful standup comic in the Muggle world.
This manifests in two different ways.
In 'Berserk, pretty much all the big villains have absolutely No Sense of Humor. Granted, Berserk is not known for its rip roaring comedy but the protagonist, Guts, is a Deadpan Snarker that has a habit of making fun of his enemies. Even Griffith had (has?) less of a sense of humor than him.
Creed from Black Cat, most notably in the manga. Sure, he laughs maniacally quite a few times, but it's always because he's just crazy like that and is just showing his appreciation for watching other people die. Train, on the other hand, loves to make good-hearted sarcastic jabs at everyone - villains included. Especially noticeable during their final battle, where Train still has the energy to make fun of Creed (Train: "Eeeh? Then I guess that makes you more like a zombie!" Creed: "No, it makes me a GOD!"). Creed tends to take all of Train's comments literally, and the jokes tend to go over his head.
Father, the Big Bad of Fullmetal Alchemist. It seems when he removed all the sins from himself, he also removed any sense of humor as well.
In Fushigi Yuugi, just try to name one of the Seiryu Seishi that had any sort of sense of humor (or even just having any sort of funny moments). All of them (definitely including Yui) are always so dead serious and never find humor in any situation. Now contrast them with the Suzaku Seishi, who all had several moments where they joked around.
In Hikaru no Go, although they're definitely not evil, Touya Akira and Touya Koyo-meijin are Hikaru and Sai's main rivals for most of the series. And both Hikaru and Sai definitely have much more of a sense of humor than those two. Especially noticeable in the beginning. For Hikaru, however, after Sai disappears and he gets more serious, it follows this trope less.
In the Houshin Engi manga, the ultimate Big Bad, Jyoka, has absolutely no sense of humor. Taikoubou, at this point known as Fukki, even lampshades it at one point. A huge contrast to Taikoubou, who tends not to take many things very seriously.
In Girls und Panzer, the more victory-obsessed and ruthless rival teams tend to lack senses of humor, largely because many of them, such as Anchovy, Katyusha and Erika take themselves too seriously. Maho, the head of Black Forest's team and Oarai's main rival, is less arrogant than most of them and also a loving older sister, but is still a fairly serious individual. By contrast, the Oarai teams like goofing around on their time off, Darjeeling of St. Gloriana is said to jokes (on Assam's character sheet) and Kay finds Yukari's hasty attempt to pass herself off as "Sergeant Oddball" when she's caught infiltrating Saunders hilarious.
With some exceptions, Spider-Man villains have often been typically as humorless as Spider-Man is frivolous, making remarks like, "Let's see how funny you think you are now!"
Deadpool tends to run into this as well; some will play along at first but get sick of it when they realize he a) isn't going to shut up. Ever. and b) has no intention at all of taking anything seriously (unless he's using Obfuscating Insanity, but it's hard to tell). The Taskmaster was not at all amused when Deadpool defeated him by doing the Macarena.
In one Dylan Dog comic, Dylan's sidekick Groucho is repeatedly trying trying to tell a joke about three men about to be executed (the guillotine blade keeps stopping just above their necks, so the first two are pardoned due to an Act of God, but the third man announces that he's figured out where the fault is) to a nice old lady who is an unwitting friend and companion of the evil witch, but is constantly interrupted before he can get to the punchline. After the witch is defeated, they later sit down for some tea, and Groucho finishes the joke. She doesn't get it. And then she decides to kill them all, monstering out and revealing herself to be considerably more powerful than her late friend despite acting like a dimwitted old granny the whole time.
A clever early scene in Titanic hints at the likability of several of the key characters. As Ismay brags about the size of the vessel, Rose (a likable character, of course) comments on how Ismay might be interested in the works of Sigmund Freud and his opinions on men and their fascination with size. Mr. Andrews and Molly Brown (both likable) are amused; Cal, Ruth, and Ismay (all varying degrees of unlikable) are either appalled or confused (keep in mind these types of jokes probably weren't nearly as stale in 1912 as they are today).
In The Screwtape Letters, none of the devils have any sense of humor at all, but they are played for laughs. In fact, being laughed at seems to be Screwtape's Berserk Button. "She's the sort of girl who would find ME funny!"
In Max Beerbohm's Deal with the Devil story "Enoch Soames", Satan is a very well-dressed (or even over-dressed) and respectable-looking guy who is deeply offended when the narrator (Beerbohm himself, who wrote humorous fiction) laughs out loud when he announces his identity and gives him the cold shoulder in a later meeting and seems to be completely humorless. Ironically, Soames, who is tricked by the Devil, is the kind of Satanist who is a decent guy, but thinks that Satan Is Good (or at least cool).
In This Rough Magic, it is revealed that beings of pure evil cannot understand humor and therefore cannot imitate it. This is the only way to be sure you aren't dealing with one, as they are otherwise perfect illusionists.
Often appears on Doctor Who, especially with the Fourth Doctor — the villains have No Sense of Humor; the Doctor does. The Master is an occasional exception, depending on the incarnation.
Pick a scene where Stargate SG-1 is captured by a system lord, any episode. Jack will snark at the Goa'uld and they'll just glower, perhaps flaring their eyes in irritation. However, one of the funniest moments in the series is when Teal'c tells a Goa'uld joke about Setesh's emblem (and breaks down into roaring laughter). Apparently, they save their sense of humor for mocking each other.
Colonel Flagg on M*A*S*H had a sense of humor once, but got rid of it by watching The Three Stooges and jabbing himself with a cattle prod every time he felt like smiling.
In Homestuck, recurring villain Jack Noir sits between no sense of humor and a subdued sick sense of humor. His most competent sidekick, the Draconian Dignitary, sits firmly in lack of humor territory, as embodied by this conversation over the status of two missing heroes:
[The Dignitary] says the Prince flew the coop. And the girl's gone... You say gone what. Rogue? After a little while he says AWOL. The guy doesn't really take a shining to puns and you can't say you blame him.
Pictured above is Mordecai of Lackadaisy, a cold-blooded psychopath is the truest sense of the word. Apparently, when he was told he was going to be a 'hatchet man,' he didn't realize it was hyperbole, and dismembered his first victim in all seriousness (first for this employer, that is). He took no pleasure in the act, though; the blood got everywhere. In general, Mordecai has trouble understanding humor. Or sexual attraction. Or loyalty. Or any of those things 'sentimental types' keep going on about.
Zuko of Avatar: The Last Airbender starts off as having no sense of humor, as the only time he laughed was out of spite for the pirates he was arguing with having their ship stolen. Azula has a sick sense of humor, though she has lack of humor moments as well ("It's okay, you can laugh. It's funny.")
And then there was the "joke" in TSR, where he confessed to Sousuke that he really wanted to "fuck his dead body up the ass" back in Khanka. Sousuke's reaction to this is, predictably, to act absolutelyhorrified. Gauron was laughing like a maniac while he said it, and then told Sousuke he was just kidding. Except right after he said that, he immediately negated it by confessing that what he said was true and serious. In other words, he loves having fun screwing around with poor Sousuke. However, an especially interesting thing to note about Gauron's jokes is that pretty much all of them are actually things he truly means.
Ladd Russo's sense of humor is probably right up (down?) there with Gauron's, but replace the rape jokes with extra Gorn and hamminess. Things that Ladd finds hilarious include: killing people; killing innocent people; killing not-so-innocent people; killing people when they least expect it; killing ten-year-olds when they least expect it; freaking the shit out of his uncle by shooting an empty shotgun into his face (and then, in the manga, coming right back to his office to do it for real); punching people's skulls in while rambling on about champion boxers; dancing around like a five-year-old in a pool of a friend's blood; getting his shiny new white tuxedo stained with the blood of his victims; and using someone's corpse as a hand puppet.
Mooks: ...And what do you plan to do with this 'acquisition', Mr. Smith? November 11: Well to start I thought I'd walk through the doors of a rival company and kill 3000 of their best men. Mooks: ... November 11: ...Kidding.
Genma seems to take over November 11's role in the second season in this respect, although he goes for disturbing sexual innuendo rather than gallows humor. For instance, in episode 8, he walks into a cafe where Kirihara is eating and she asks him sarcastically if he's taken up stalking as a hobby. He replies that his taste is for "budding" targets, and he looks out the window at young schoolchildren who are outside. Like November 11, he claims to be kidding, and like other examples of this trope, his "jokes" seem more like confessions than anything. He also seems very amused when doing things like running people down with a train he hijacked and armoring himself and beating up Hei.
In Threads Of Time, Sali Tayi does laugh...when he's raping women and mass-slaughtering people. Of course, when there are situations and things that are actually...well, humorous to a normal person, he doesn't find any humor in it. Contrast him with Moon-Bin, who likes to make light-hearted, good-natured banter and teasing. And Sali Tayi wonders why Atan Hadas hates him and likes Moon-Bin...
In Fullmetal Alchemist, things that Envy has found hilarious include trying to kill people while transformed into their loved ones and setting off a genocidal war by murdering a child. Envy also gets some no sense of humor moments, though, being a character who "can dish it out but not take it", leading to circumstances where Envy is the butt of a joke from the heroes and reacts with hypocritical outrage.
In Fairy Tail both Sabertooth and Raven Tail have rather cruel senses of humor. Raven Tail gets their kicks making things hard for Fairy Tail and laugh when one of their members destroys the prized(?) possession of one of the less intelligent characters. Sabertooth (minus Rogue) tops this by laughing when one of their members physically tortures Lucy in front of a huge audience, because she gave a friendship speech.
In Code Geass, Lelouch's humour only comes up rarely, but it's all sorts of odd. The first time, in a moment of light-hearted relief, he jokes that he can make someone kill all the Japanese. She then proceeds to do so, thanks to Lelouch's Power Incontinence. It is both unfunny and horrifically poorly timed.
The second case is telling his, due to memory loss, extremely submissive associate who thinks that she's his slave - not in a sexual way, but a "it's the 1500s, and you have no rights" way - that she should turn her top inside out. Obviously, she then proceeds to do so, only stopping because Lelouch suddenly realises that his joke has gone very wrong and stops her, rather upset that she took him seriously. Again, neither actually funny, nor well-timed.
Although he's not purely evil, Kaiba counts as well. His sense of humor is warped due to his time with Gozaburo and even made a joke about the main cast nearly dying. He's mostly a Deadpan Snarker and has a few funny moments in the series, the 4Kids dub mostly.
This is the one of the biggest clues as to who the Big Bad is in Higurashi: When They Cry. It's Takano Miyo, the nurse with the tendency to make scary off-putting remarks that set everyone on edge, then laugh as if she had told a joke. Her pranks even end up sending Sion and Rena into psychotic episodes.
In an issue of Hellboy, a woman tells a story to residents at a Japanese tavern that amounts to nothing more than a man suffering a horrible misfortune, which the other residents treat as a hysterically witty joke. This is the first tip-off that they're all evil spirits.
DISCoRD: I think you're really going to love the next test chamber. It really is quite funny. Rarity: You call giant crushers funny?! DISCoRD: Well, no, not really. Not unless they crush you. Then it's hilarious.
Pinkie Pie's entire onslaught of bad pun after bad pun in Cupcakes is this, considering she's graphically disemboweling the still-living Rainbow Dash as she says them.
Pinkie Pie: I know I can be a real pancreas, but you know Iím just kidney with you. You really got to learn to liver it up. Boy, these jokes are getting bladder. Guess ya gotta develop a stomach for them.
Films — Animated
The Hellboyanimated film Sword of Storms recycles a moment from a graphic novel in which a Japanese woman tells a story about a man suffering a horrible misfortune, which the other tavern residents treat as a terribly witty joke. This is the first tip-off that they're all evil spirits.
Tangled: As if we didn't have enough evidence that she was a Bitch in Sheep's Clothing, Mother Gothel proves herself to have an immensely caustic and sarcastic sense of humor...against her own adoptive daughter (that she kidnapped, admittedly; but still, you would think she would give the girl some respect).
Aldrich Killian in Iron Man 3: his jokes are not merely sadistic, but also incredibly laboured and dull, despite the fact that he obviously thinks he's a straight example.
Hannibal Lecter can be this way at times. Probably the best example is at the climax of Hannibal, when he lifts the cleaver and says, "This is going to hurt", implying that he's going to sever Clarice's hand. (He only did that to scare the Hell out of her. He actually severed his own. Why? As Anthony Hopkins himself would tell you, he's insane.)
He isn't making a joke in that scene. He is trying to intimidate Clarice into releasing him without the need for crippling self-mutilation. But he has to go through with it since she won't budge.
From Big Bad Wolf we have a talkingSerial Killer werewolf Mitch Toblat, who in his werewolf lines just loves joking about his sadism. In one scene, he rapes a girl in front of her boyfriend, when the boyfriend mentions she's a virgin, Mitch replays "Well she ain't anymore." Then he says "Let's see if you got the balls" before castrating him.
In Blade, Deacon Frost's idea of a joke is to make his buddy Quinn think that he's about to chop off his arm to test the sharpness of Blade's sword. Especially bad since Quinn's repeatedly had his arms cut off by Blade. Quinn's sense of humor isn't any better since he thinks Frost's prank is Actually Pretty Funny.
The Dasati from the Riftwar Cycle find pain in and of itself to be amusing (or at least other people's pain). They are depicted as laughing hysterically while watching other Dasati torn to pieces by the local equivalent of wolves, for example.
The Gamemakers in The Hunger Games have an incredibly dark sense of irony. Case in point: the main character has a bit of a "Fire" motif going on throughout the book, so they set a fire trap just for her.
Dragon King of Arms from the Discworld novel Feet of Clay is a herald (and a vampire) who loves to include groanworthy wordplay in the family mottos and symbols he creates for Coats of Arms. Most of these are merely stupid, but one turns out to be an important hint to the story's mystery. Lord Vetinari is being poisoned with arsenic, and nobody can tell how it's getting into his system. One of the Coats of Arms Dragon created had the motto in Morporkian (English) rather than Laotian (Dog Latin): "Art Brought Forth the Candle". Turns out, when translated, it would be "Ars Enixa Est Candelam". There's also a fish-shaped lamp: "lampe au poisson". The arsenic was in the candles being burned in Vetinari's room. Dragon just couldn't resist the pun.
Ramsay seems to have adopted his father's sense of humor. He doesn't laugh often, but when he does it's usually about his flayed, mind rapedtorture victim.
The Ghiscari cities of Slaver's Bay also have a pretty bad sense of humor. Some of their ideas for follies (comic interludes during their Gladiator Games) include coating children in blood or honey or fish guts and then throwing them in a pit with a bear and betting on which one the bear will maul first. Or giving a pair of dwarves wooden weapons, having them fight a mock combat, and loosing some hungry lions on them midway through. Hilarious, right?
One scene has one of Gregor's underlings recounting a particularly nasty story about the rape of a young girl, causing everyone to laugh at the hilarious tale. This leads Arya to send an assassin after him.
Visser Three can get into this. In the first book, he eats Elfangor, then makes a joke about "taking a bite" out of his enemies.
The Drode as well—he's sort of an evil Trickster Archetype who likes to joke with the Animorphs, but his jokes usually involve the genocides that he and his master Crayak are currently involved in.
Played with through Denth and Tonk Fah in Warbreaker, who make a lot of jokes about being amoral, backstabbing mercenaries Only in It for the Money, in a Lovable Rogue manner by Denth and in a somewhat more Heroic Comedic Sociopath way by Tonk Fah. What makes this example interesting is that this humor reads as typical anti-hero wit until the reader finds out the two are actually the novel's villains and they aren't joking. Particularly true with Tonk Fah, who is a murderous torture-loving sociopath.
The Queen from Blackadder II. She's not an outright villain, but does have shades of The Caligula about her. She'll frequently joke about cutting her courtier's heads off (and her courtiers are expected to laugh as though they find it funny.)
On Doctor Who, the version of The Master who interacted with the Tenth Doctor is an example of this, a result of him being specifically an Evil Counterpart to Ten's manic personality.
The Queen of the Racnos appeared to enjoy terrible jokes and puns and insisted one of her victims rephrase his pleas so she could finish him with a bad joke. She's older than many planets, and this stuff still amuses her.
"The Happiness Patrol" uses this with the agents of its "imposed happiness" dystopia: the only jokes they actually make are bad Bond One-Liner puns aimed at innocent people they're killing and torturing.
The Slitheen family has a weakness for fart jokes and a generally sick sense of humour, giggling and sharing bad jokes while plotting to destroy whole planets.
Moriarty from the BBC series Sherlock finds it hilarious to make the hostage he's forcing to parrot his demands say "gottle o' geer."
From Stargate Atlantis, Todd as a people-eating space vampire has a quite morbid sense of humor. He arranges an alliance with the humans by offering to shake hands (from which Wraith feed on people) before noting that he was joking and commments on some fruit he prepared for a later meeting with "I hope they prove as delicious as the farmers who grew them".
Joffrey Lannister of Game of Thrones is a Creepy Child through and through, and as such has an immature and deeply sadistic sense of humour. As far as he's concerned, the more someone suffers, the funnier it is. In one instance, at Tyrion's wedding he takes away his uncle's stool so that Tyrion has to ask Sansa to kneel for the fastening of the bridal cloak, causing the guests to laugh at Tyrion. For his own wedding Joffrey commissions a very tasteless performance where bunch of dwarves, representing the other challengers to the throne, riding around on pigs. This culminates with the dwarf representing Renly having simulated sex with a pig. While completely tasteless on its own it is also political idiocy as Joffrey's new bride was once married to Renly and her brother was Renly's gay lover. The support of his Tyrell in-laws is what is keeping Joffrey and the other Lannisters in power and this 'joke' pretty much spits in their faces. Appropriately, almost no one at the wedding laughs at the performance and only fear of Joffrey's retribution keeps the others from booing.
Nurgle's followers are commonly seen joking around and having one hell of a time. Seeing as Nurgle is the god of disease and decay, however, it should come as no surprise that the jokes they tell go to extreme degrees of Toilet Humor and Black Comedy.
In the Planescape campaign, the worst part of the Hive in Sigil is home to a mysterious predator called Kadix, who is at least part-demon. He is intelligent and has a sick sense of humor, which leads him to display the remains of his victims in humorous ways. For example, he has been known to arrange the heads of a group of bird-like humanoids so as to resemble eggs in a nest, or the skeletons of a man and a woman in an embrace.
Myrkul in the Forgotten Realms was well-known for his dark sense of humour and his love of irony, mind-games and paradoxes. Myrkul was the Neutral Evil God of the Dead; needless to say what amused him usually involved a body count.
In Sweeney Todd, Todd himself somewhat lacks a sense of humor, given his grim and saturnine personality, but he also has elements of this, such as promising enemies "the closest shave you'll ever know". His partner-in-crime, Mrs. Lovett, consistently has a sick sense of humor, and their duet "Little Priest" embodies this trope, as they gleefully sing about all of the people they plan to make into pies.
Also, if you tell him you're taking in the glory of seeing him, he'll remark that he should put out your eyes so that he's the last thing you ever see. Then again, he's the only guy in the faction with a sense of humor.
Or then there's the time when Strong Bad asks for a funny story, and instead Heavy tells the story of the day he watched an injured sparrow die in the cold when he was a boy. Strong Bad insists that that wasn't a funny story at all. Heavy agrees that no, it wasn't funny in the slightest. All are baffled at how that question led to that answer.
In an Establishing Character Moment from Suikoden II, Luca Blight and the Highland Army set fire to a town, killing all the townsfolk they can find. One woman even begs for him to spare her, saying she'll do anything. His demand is that she crawls around and act like a pig, which she complies with. His response? Laugh in her face, yell "Die pig!" and kill her anyways.
Twisted Metal is rife with this, some of the characters have it as their background, and then, of course, there's Calypso and, in Twisted Metal 4, Needles Kane. A minor subversion, however, due to Needles simply being in it For the Evulz, occurs when General Warthog wins. Warthog wishes for a world of eternal warfare so he can play wargames all the time. With both possible wish granters being vicious, bloodthirsty curs, it seems like such a dream wouldn't end well for the rest of us, as they tend to reward selfish or savage wishes by playing them straight, but in his Twisted Metal 4 incarnation, Needles is more like The Joker. And so, his wish is granted...Warthog is turned into a talking toy a la Tommy Lee Jones in Small Soldiers and dropped into a sandbox full of toy vehicles.
Handsome Jack from Borderlands 2 has an incredibly immature and crude sense of humor that seems to wholly revolve around the extreme suffering of others.
Nate from The Walking Dead: 400 Days. His little joke about rating the attractiveness of a female zombie gets a bit out of hand, to say the least.
In Goblins, Dellyn Goblinslayer thought fellow adventurer and XP whore Minmax would appreciate the humour found in owning an unwilling slave Yuan-Ti and raping her to and from the brink of death nightly. He judged...poorly.
Xykon of The Order of the Stick, an affably evil sort, is this in his universe. Considering how many lines he crosses to make his snarks, the trope doesn't quite hold true for those of us reading his exploits, however.
While he's more restrained about it than Xykon, the Evil Overlord Tarquin has shades of this. For example, when shrugging off the dangers involved in forcing a woman to marry him, he comments that previous brides have also had cold feet - cut to a flashback image of Tarquin torturing a woman into marrying him with cold spells. You also have to give credit to his ability to simultaneously do something nice for his son and brutally crush a slave revolt, which he accomplishes by tying the captured slaves to posts arranged to spell out his son's name, then setting them alight.
Qarr finds the horrifying effects of Vaarsuvius casting Familicide to be uproariously hilarious.
Thog: "thog just thinking of funny joke thog learned from guards. what's black and white and red all over?" Roy: "A newspaper." Thog: "a zebrafolk who talks back! haw haw haw haw!" [Cut to a panel of two guards whipping an anthropomorphic zebra bloody.]
Delightful Children: "So Kids Next Door, what do you say about a trip to Pluto? Have a 'delightful' flight! *Cue Evil Laugh*"
Subverted with Negative!Numuh Two in Operation POOL. Since the good Numbuh Two has an awful sense of humor, his evil counterpart has a great sense of humor.
The Monkey King in Jackie Chan Adventures, whose sense of humor ranges from absurd concepts like West Side Story-esque greaser frozen chickens to Joker-esque delight at running someone through a sawmill. He lets loose the nasty part of his personality very quick.
Jade (trying to stop him from mutilating Jackie): "You can't! It's... not funny!"
Monkey King: "Haven't you noticed? I have a weird sense of humor!"