In Demon City Shinjuku, Mephisto is a rather nice guy although when it comes time to face off with the big bad, Mephisto threatens him and says to play fair or he will help the good guys. He never really comes out and says it though but it is heavily implied that he is if not Satan himself much stronger than the supposed bad guy.
In Revolutionary Girl Utena, Akio Ohtori's name is derived from the Japanese term for the Morning Star - which, as he notes, is commonly used to refer to Lucifer. It's appropriate, considering his past as the angelic Dios and his current Manipulative Bastard role. He casually reveals the etymology behind his name to Utena halfway through the series. She still takes a while to catch on.
Lucifer in Lucifer makes a slightly better effort than most, going by the name Mr. Lux (Mr. Light, still a reference to Lucifer's Latin meaning of 'light bearer') even though he puts so little effort in otherwise that it seems the only reason no one identifies him is because they're too embarrassed or scared to ask.
In Squee! the protagonist Todd Casil is invited to the home of the anti-christ, Pepito. Despite the fact that Pepito has a distinctly demonic look and powers his mother did not realize her husband Juan Diablo was in fact Satan in disguise.
In The DCU, Lord Satanus adopted the identity of Colin Thornton as part of a plan to to corrupt Superman.
Inverted in Fall Of Cthulhu with Lucifer, whose chosen name is simply a portmanteau of her first two given names (Luci Jenifer).
Tenacious D In The Pick Of Destiny: The open mic host turns out to be the devil wanting his tooth back. In a deleted scene, Lee has scary black eyes of doom, implying he's possessed or being used as a disguise.
Dan Aykroyd once said of the long-in-Development Hell third Ghostbusters movie would involve the Ghostbusters going to Hell and meeting a fellow named "Lou Sifler".
"Lucy Fir" from 666: The Child.
Charlie Meadows in Barton Fink is heavily implied to be this.
Cypher, the murderous and traitorous human crewmember from The Matrix, says to Agent Smith on his deal to return to the Matrix in exchange for the capture of Morpheus, that "ignorance is bliss." His name also represented a numerical opposite to Neo: One definition of "Cypher" is "zero," in contrast to Neo, the One.
Neil Arthur Hoteph, the well dressed black gentleman from Egypt, is also a very popular one.
Piers Anthony's Incarnations of Immortality series has Natasha, "Ah, Satan" spelled backwards. It's also a legitimately common name which originated in Russia as a derivative of Natalya, so it doesn't seem like quite a dead giveaway… Just plain weird, anyway, as it's a female name, and the character is male.
In the Katherine Kerr novel Freezeframes, the character Nick Harrison is revealed to be the devil. While not as common nowadays as Old Nick, Old Harry is another term for the devil, as used in The BBC radio comedy Old Harry's Game.
He's not exactly Satan, but Low-Key Lyesmith from the Neil Gaiman novel American Gods turns out to be a Norse god with a suspiciously similar sounding name. He's bad news, to say the least. American Gods also contains a wealthy, "forgettable" god who is essentially the inversion of this trope: even the Word Of God about him is an unreveal.
Similarly, on the RP board "The Sueniverse", Loki takes on the mortal identity of one Lukas Ashton (ash being the species The World Tree is). This is something of a convenient coincidence, since he's actually usurping the identity of a human being with the same name. Ironically, this is originally mistaken for a hint that he's a vampire- they're a lot thicker on the ground in that setting than gods, and some of the older ones are immune to the effects of ash wood that plague the younger vamps.
Good Omens by Neil Gaiman and Terry Pratchett similarly features the four motorcyclists of the apocalypse adventuring incognito, before they are revealed as the horsemen. War, for instance, was a wartime journalist who (naturally) had a knack for finding conflict wherever she went. Famine, going by the name "Raven Sable," was a diet food mogul.
In one of Isaac Asimov's more humorous theological stories, the entity responsible for the Lowest Cosmic Denominator afterlife following the end of the world turns out to be a fellow named R. E. Mann (Ahriman, the Zoroastrian term for the God of Evil). After God reveals his ongoing Plan (he never meant to end the world but has been talked into giving conditions in which it could end in the form of prophecy), R. E. Mann goes to work writing a proposal for a unified world calendar, so that he can produce a day that the whole world will agree is the proper date.
There is a German story by James Kruss entitled "Timm Thaler", in which the antagonist's name (at least in the Russian translation) is Tretch. The protagonist sees his name in the mirror in the latter half of the book, it turning out to be an anagram of "Chert", which is Russian for "Demon"
In the original German, he's called Lefuet, which is a good Sdrawkcab Name if you know German.
There was a TV adaptation (which didn't have much in common with the book, by the way) where the antagonist was called Baron Lived.
John Collier's short story "Thus I Refute Beelzy". A condescending, obnoxious father finds that his son's imaginary playmate has another, more diabolical name.
In a bizarre, but fantastic portrayal, Not Wanted On The Voyage indicates Satan as a seven-foot tall transsexual named Lucy. She's also on the side of good; Noah is evil. It's that kind of book.
One interpretation of Joyce Carol Oates' short story "Where are you Going, Where have you been?" is that the antagonist is a representative of Satan. This is supported by his strange name, "Arnold Friend."
In addition to this, flies are present throughout the story. Flies are often associated with Beelzebub, Belial, and Satan. The car in the story also has the words "Man the Flying Saucers" written on it, which, rearranged, spells "Lying man, he uses craft"
Plus, there is a sort of offhand line, if I recall correctly, ever so slightly suggesting Arnold Friend (A(r)n Old F(r)iend?) just might have hooves instead of feet.
In particular, he's wearing boots and has really bad balance. It's not so much implied, though; he either has hooves or literally no feet, since his boots bend sideways at the ankle at one point.
He also describes events taking place several blocks away as they're happening, in enough detail that makes it seem unlikely that he's just making it up.
In False Memory, a Dean Koontz novel, the evil psychologist is named Mark Ahriman. Not only is his last name identical to the name of the chief figure of evil in Zoroastrianism, but when he travels, he uses aliases that have two things in common: very ordinary first names, and last names that are the name of the Devil. One example is "Jim Shaitan," Shaitan being one of the names for the Devil in Islam.
The title character in Dacre's Zofloya; or, The Moor.
Louis Cypher in William Hjortsberg's Falling Angel. Louis ends up laughing at his own lame pun (to the protagonist's irritation) about solving the "Cypher".
The butler in the Nightside novel Hell To Pay says his name is Hobbes — at least, that's how John Taylor hears it at the time. He later realizes that "Hob" is an archaic name for the devil; the butler actually said "my name is Hob's".
In the German pulp series Professor Zamorra, using anagrams of or other plays on his real name when disguising himself as a human is explicitly a long-standing personal quirk of the demon lord Asmodis — who's generally powerful enough to not mind being found out and so probably just does it for his own amusement.
Live Action TV
Briefly, Ray Wise's character in Reaper, although he identifies himself pretty quickly.
In the sitcom Homeboys In Outer Space the Devil appears in one episode under the name of "Mr. Tan". The heroes realize the truth when one of them says "say, Tan..."
The Drew Carey Show took this Up to Eleven when Kate's boyfriend "Jack" comes to Drew for a job interview and reveals that "The Devil" is not merely his nickname. ("Does he have a van? I bet the Devil has a really cool van.") At one point he even shows the gang his driver's license (first name The, last name Devil). We learn that he's from Jersey (natch) and his previous job experience includes used car sales, the DMV, the post office... and UNICEF. ("Hey, nobody's all bad!")
In The Twilight Zone episode "Dealer's Choice" a group of friends find themselves playing poker with a stranger named "Nick", who keeps getting three sixes in every hand he is dealt...
Another episode centers around a strange gentleman who goes by the name "Mr. Smith" who appears after the protagonists says he'll do anything to keep his failing newspaper business going. Mr. Smith modifies their typing machine and everything he reports eerily happens shortly after he writes about it. Then he tells the protagonist he'd like him to sign a contract turning over his soul as payment...
Yet another episode features an "A. Daemon".
And another has a Corrupt Corporate Executive end up in the office of one Mr. Devlin, who sends the exec back in time to (supposedly) get richer earlier. The exec ends up instead becoming a janitor in the firm where he should have worked while the janitor he'd previously abused got his old job. It's implied that "Mr. Devlin" makes a game out of eternally tricking the two into switching places, ruining their lives 'for the first time' every time.
Invoked in the Burn Notice episode "Friendly Fire" - Michael presents himself to some credulous Latino gangsters as a mysterious figure dressed in black and red, who seemingly causes explosions with a snap of his fingers and speaks in a very low, calm voice. He calls himself "Luis".
Jokingly invoked during the riffing in MST3k's presentation of an educational high school short called "Cheating". As a student is shown getting high marks for a test on which he'd cheated, Tom Servo mimics his teacher saying, "This contract arrived for you from a Mr. Elzebub."
Battlestar Galactica (Classic) had one Count Iblis during its "War Of The Gods" two-parter. A mysterious visitor to the rag-tag fleet, he uses mysterious powers and miracles to persuade the Colonials to willingly grant him their loyalty, while mysterious beings of light start appearing and the characters start talking about theology. He's eventually driven off when he accidentally strikes down a protagonist who explicitly rejected his authority.
One of these appears on Good Eats, making a pact with a woman (and eventually her rival) to help her win a cake-baking contest with a new recipe: Devil's Food Cake (and for the rival, Red Velvet Cake).
A common theme in many traditional folk ballads.
There's a German screamo band that goes by the name of Louis Cyphre.
For U2's ZooTV tour in the 90's, Bono introduced the character of Mr MacPhisto.
Every country in The Evillious Chronicles by mothy has a name derived from a Prince of Hell.
Frequently used in Old Harry's Game, although not as a twist since we know which character's Satan. There's sometimes a twist when the detail of who he's disguised as gets held back, instead.
In more recent episodes, he goes by the name 'Mr. Harrison' when disguised as a human, presumably a reference to 'Old Harry'.
Damn Yankees has Mr. Applegate. Considering what caused Adam and Eve to be kicked out of Eden...
The Final Boss battle of Guitar Hero III involves a guitar duel between the player and a recently revealed to be demonic manager named... you guessed it... Lou. As a matter of fact, he points out to the band, in some extremely fine print, a clause stating "Your soul is MINE!" The not-quite-part-of-the-band Guitarist is essentially called down to "Lou's Inferno" (aka Rock 'n' Roll Hell) to save his/her bandmates' asses. They duel to a heavy metal version of ''The Devil Went Down to Georgia''. In this case, up until the point the hapless band tumbles to Hell... pardon me, "Lou's Inferno"... there isn't any clear evidence that there's anything otherworldly about him. For all they know, he's just a veteran metalhead who's a little too into it. Given how vanishingly few metal bands who used Satanic imagery ever took it seriously, this lapse of judgment is perhaps forgivable.
One of the rulers in the "Chronicles of the Sword" side game in Soul Calibur III is named Demuth Beel Zebus Halteese. Guess which alignment he falls under. Go on, guess.
Louis Cypher/Cyphre is also the human pseudonym for Lucifer in the Shin Megami Tensei series. He shows up in all three Shin Megami Tensei games as a subtle Chessmaster: twice as a blond haired gentleman, once as both a young child and an elderly guy in a wheelchair - in fact the nurses accompanying both could be "him" too - and recently he's even switched genders. Depending on your spot on the Order Versus Chaos meter, he'll either be your best friend or an inevitable Dragon.
Specifically, Shin Megami Tensei: Nocturne (the game in question) had a bonus disc with Dante of Devil May Cry and a 6th, "maniac" ending, which is what we got. In said bonus disc, you could choose a 6th path, choosing instead of joining any of the "good" or "evil" characters to screw them all and to meet with Lucifer, who has interesting ideas about your place in the universe. This lets you get the sixth ending, True Demon Ending. Wherein you join Lucifer and attack heaven, to try and stop the constant destruction and recreation of the millions of alternate Earths — and the genocide of billions of humans — by God. Although, considering that he has an Obviously Evil smile on his face when you make the aforementioned decision, one could make a case for the player being suckered in. Though, to be fair, he gives you a lot of time and a certain amount of reasons as to why you shouldn't agree to his plan.
In the Freedom ending he tells you to keep your power as the true enemy is still out there. Most likely because both him and Kagutsuchi compared the Protagonist to Lucifer in the freedom ending.
Though it isn't Lucifer, Devil Survivor also has the Gigolo. It's less obvious, but it's Loki. He serves the same purpose though...and only reveals himself in two endings out of six. Loki serves a slightly different purpose in Devil Survivor than Lucifer did in other SMT games - he's solely there to screw over Beldr. Again. Once you do it for him, that's when he takes a liking to you and starts feeding you info, mostly just to see what's going to happen next.
In the first SMT, there's also Ambassador Thorman. That one's pretty obvious. But an inversion of the trope as Thor is rarely considered evil, at worst a jerkass.
The flash game Motherload, in which you play as a mining company whose benefactor is the mysterious "Mr. Natas". A real head-scratcher, that one. "Natas" is also a valid Russian name.
Eternal Darkness plays a variation, where the Big Bad Pious Augustus often masquerades as a human called Paul Augustine.
Kagetsu Tohya reveals that unlike the other nightmares, Arcueid's cannot take form like Dark Elesia or Nanaya. Why? Because it's the Crimson Moon and can't take her over... yet. Shiki has a long talk with it under the impression that it's some alternate form of Arcueid, which is kind of true. After awhile it's not only glaringly obvious that this is not Arcueid. it's even admitted as much. It's much more morally ambiguous than the Devil, but it did try to crash the moon into the Earth at one point.
In Grim Grimoire, one of the teachers is a Tall, Dark and Snarky devil, who doesn't hide that he's a devil at all. And as it turns out, there was an extremely strong horrible demon trapped in the school as well. Who knew?
However, he subverts parts of this in that his given name, Advocat, doesn't allude at all to his real name Mephistopheles. Yes, thatMephistopheles. Luckily he's actually True Neutral and doesn't directly involve himself (and when he does, it's usually to help Lillet Blan in a small way).
The protagonist of Ace Combat Zero: The Belkan War goes by the callsign Cipher of the Galm (Garm) Team of the 66th Division of the 6th Air Force, and gains the title Demon Lord of the Round Table.
The story of Sacrifice is set in flashback form with main character Eldred telling the tale of the world's destruction at the hands of Omnicidal Maniac Marduk to the blind sage Mithras. Once you've cleared out the first nine levels and is done with the backstory, the last, tenth level... well, what trope are you on again?
A rather strange example of Moral Guardians meddling with the game, The North American version Star Ocean 3 features a character named Luther. His name is Lucifer in the Japanese version. The weird part is that the game really has no particular reason to make such a change. Religion in general, fictional or otherwise, is avoided.
In general, however, while specific religious themes aren't harped on, MANY names of anatagonists were changed in most Star Ocean games for localizations. For instance, Azazel, the original JP name for a SO3 anatagonist, was changed to Azazer, as the original refers to a fallen angel of Abrahamic lore, and most of the Ten Wise Men from SO 2 had similar changes to avoid sounding overtly religious.
The PSP port rendered them back to the original names. As for Lucifer/Luther, it could also be a subtle Take That to the Moral Guardians by giving the comparison the Luther being related to Martin Luther, the man who kicked off the protestant reformation. Add in the most Moral Guardians are Protestant...
Castlevania: Curse Of Darkness has a priest named Zead who occasionally advises Hector, who turns out in the end to be Death. He uses the Sdrawkcab Name approach, but to add a twist, he reverses the Japanese pronunciation of his English name.
In all the IF routes in Sengoku Rance, a woman named Keikoku with long pink hair that has flower patterns on it shows up. Eventually, one way or another she is revealed as being some sort of evil figure. It's actually difficult to figure out exactly what she is, though. She isn't human, she's not a demon and she isn't a youkai.
One of these appears in the World Of Warcraft raid instance Ulduar, a vast prison built to contain the Old God Yogg-Saron. Throughout the instance, players hear the voice of Sara, a vrykul woman trapped by minions of Yogg-Saron, calling out to them to help her. When they reach him, Sara spends the first phase of the fight helping and encouraging the players... and reveals in the second phase that she's really an avatar of the Old God himself. She'd lured the players down through the prison to unlock all the gates and break the final bonds holding him in place.
In 'Demonbane, there's a mysterious woman call herself Nya. As story progress, player can see her face briefly change to demonic being with three burning eyes. Eventually, it's reveal that she's Nyarlathotep. It appear again as Father Ny in the Elder Gods ending and as Nyarla in prequel novel.
He's not all bad, though. While his openly Daedric form looks like a stereotypical devil, he is (fittingly for his Sphere) more interested in having fun than in claiming your soul, and gives you a powerful magical artifact as a gift "to remember old Uncle Sanguine."
In Alan Wake there is a character called Barbara Jager, who probably has no direct connection to Baba Yaga.
Mr. Scratch from Alan Wake: American Nightmare.
The mysterious stranger in Red Dead Redemption never actually gives his name (he claims, in a possibly sarcastic tone, to have forgotten,) but he appears in locations that such a Sharp Dressed Man has no business in being, knows a huge amount about John's past (including the name of one of the random civilians John's gang killed in their outlaw days), calls himself "an accountant, in a way", and in their third encounter John gets fed up and demands answers or "[he] will not be responsible for [his] actions" he calmly tells him "Oh, but you will be responsible". John then shouts "Damn you!", the man replies "Yes, many have", doesn't seem to notice the three bullets John shoots at him and then just vanishes. This is after a conversation where he muses over what a beautiful spot they're at, which is right where John later gets buried. It's not clear who exactly he is; common interpretations are that the man is God, St Peter, Death, or, of course, the Devil.
There's a piece of literary porn on the 'net about a lawyer's wife whose husband's boss is nicknamed Nate, for Natas, but the real culprit here is his associate named Luc, who seduces her. So she has his full-term kid in seven months.
Dr. Alto Clef from the SCP Foundationhas made many implications about his history, including being Satan. It's implied he reveals this just to screw with Kondraki's mind; he gets a broken neck for his trouble, though after he gets better and is brought in to deal with a troublesome Reality Warper, he proceeds to introduce himself with the familiar Rolling Stones reference (which flies over the punk's head)...
The Real Ghostbusters episode "The Devil to Pay". The Ghostbusters appear on a game show called "Race the Devil", hosted by one "Dib Devlin". The question that lands them a spot on the quiz is "give me two additional names for the Devil"... For some reason, Egon gets a bit suspicious.
The appearance of Satan himself on a kid's show is unconvincingly averted by this bit of writer wit: