Sometimes Good Is Not Nice, hence a hero can be obnoxious and rude. Similarly, sometimes an Affably Evil villain could be friendly or polite. When either or both of these work their way into to the tone of a conversation between a hero and a villain, you end up with conversations in which the villains sound more respectful than the heroes.
Depending on how this is treated in the context of a story, it could serve as a Pet the Dog moment, or alternatively, it could serve as a sign that the villains really, REALLY don't deserve respect and hence the heroes will not give it to them. Then again, that would by its very nature imply the villain's at least humble enough to be polite to the heroes... or at least not too proud to pretend to be.
Can be a sign that Evil Cannot Comprehend Good — the villain sees the hero as a Worthy Opponent who happens to be working at cross-purposes to him, but doesn't understand the hero's visceral hatred of everything he stands for. It can also be a character flaw for the Anti-Hero, who when confronted by evil may act so tactlessly as to seriously disgrace his own reputation.
Sometimes, the moral is that actions speak louder than words; while the villain in the picture might be speaking courteously, there is the small matter that he is at the same time handing the hero over to his resident Torture Technician. Some works take it so far that the moral seems to be "politeness is deceptive, bluntness is honest" — a message that all those Reality Show contestants who "speak [their] mind and don't care what anyone thinks" must have taken to heart.
See also Soft-Spoken Sadist, Faux Affably Evil.
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Anime & Manga
Inu-Yasha and his half-brother have no love lost between them. Sesshomaru is formal but contemptuous while Inuyasha is generally rude to almost everyone to begin with. Though Sesshomaru also does insult Inuyashu over being a Hanyo/Half-Demon, so it's kinda hard to think of him as polite when he does that.
GUN×SWORD seems to fit. Although Wendy and Joshua are nice enough, Van and Ray and to a lesser extent Carmen 99 are pretty jerkish, while the Claw and all of his minions are a really nice bunch.
Panty & Stocking with Garterbeltzigzags this one a bit, although that shouldn't surprise anyone given the show's creators. The angels are always contemptuous toward the demons, but said demons alternate — sometimes mid-conversation — between subverting this "trope", acting respectful, and (extremely rarely) genuinely being respectful toward the "heroines".
Fullmetal Alchemist has Edward Elric, the bratty teenage genius protagonist who's brash, short-tempered, and swears quite a bit. He is constantly calling his opponents (and his own father) "bastard" and "third-rate novice". In contrast, the main villain, Father, heals his broken arm, inquires after his health and family, and allows Ed to live and continue his journey while he casually plans the death of over 50 million people. The Fuhrer of Amestris, King Bradley, even invites Edward and his brother Alphonse to tea. There's also Solf J. Kimblee, the Crimson Alchemist, a mass-murdering psychopath who treats Edward's mechanic, Winry Rockbell, with genuine respect and kindness while politely asking Ed to stage a massacre at Fort Briggs. She doesn't even realize she's a hostage without being told.
In Death Note, Light, the cold and manipulative mass murderer with a bad god complex, is almost always polite and well-mannered; while L, the detective trying to stop him and bring him to justice, is usually very blunt and has little regard for others' feelings.
In Chick Tracts, the angels helping the "good guys" tend to be rude and uptight, and aren't above punching sinners/devils like bullies. And many of said good guys are often condescending, disrespectful, and arrogant to the others.
In Sin City, almost all of the "heroes" are brutal and rude, befitting an Anti-Hero status. While the villains tend to be just as nasty, we do have Herr Wallenquist, who is polite to the point of not seeking vengeance after a major defeat.
Frozen: Even after The Reveal that he is the Big Bad, Hans is still smooth charming and well-dressed in contrast to Kristoff, who is the snarky, impolite and sometimes insensitive Tritagonist of the film.
Peter Pan: Captain Hook and Peter Pan, respectively.
Films — Live-Action
Mandi and Tyler in Mean Girls 2. Only those two however; Mandi's horrible to everyone else.
Dooku from the Star Wars prequel trilogy is far more polite than Obi-Wan, if not more polite than most of the Jedi as a whole.
Dooku: You have fought gallantly. Worthy of recognition in the archives of the Jedi Order. Now it is finished. Surrender — and your lives will be spared. Windu: We will NOT be hostages to be bartered, Dooku. Dooku: Then, I'm sorry, old friend.
Belloq: How odd that it should end this way for us after so many stimulating encounters. I almost regret it. Where shall I find a new adversary so close to my own level? Indy: Try the local sewer.
In Phone Booth, the protagonist is a rotten liar and the antagonist teaches him the better way to live.
Inglourious Basterds, has a Nazi, of all people, as one of the more polite characters in the film. When Hans Landa captures some of the heroes, he remarks how much he is impressed by them. The Basterds reveal they don't know nor care who he is and openly insult him. Landa lampshades this by complaining about the lack of mutual respect.
According to the official visual companion, the Operative in Serenity was intentionally written to seem like a better, more refined man than Malcolm Reynolds.
Deliberately invoked in the penultimate book of the Animorphs series between team leader Jake and his infested brother Tom. Tom, playing up his role as Smug Snake to the hilt, is attempt pleasant banter with the Animorphs, but neither Jake nor his team is having any of it. A few pages later, he betrays them and tries to have them all killed.
The chapter "The Voice of Saruman" from The Lord of the Rings comes to mind. Saruman is (faking) pleasantness, the good guys respond harshly.
In the book The Robots of Dawn by Isaac Asimov, Elijah Baley reflects at one point how the supposed "good guy", Dr. Han Fastolfe is unpleasant and antisocial, while Kelden Amadiro, the "villain", seems friendly and accommodating. The "wolf" behind Amadiro's apparent friendliness becomes apparent to Baley later.
This sort of contrast happens a lot between Harry Dresden and "Gentleman" John Marcone in The Dresden Files. Marcone is usually polite to Harry; Harry rarely shows Marcone much respect in return, since Marcone is a mob boss. This happens a lot between Harry Dresden and practically any villain he talks to; the supernatural big bads of the Dresdenverse generally try to maintain a pretense of civility, and Harry... generally doesn't.
Galbatorix's conversation with Oromis at the end of Brisingr in the Inheritance Cycle. He tries to convince Oromis to join him using smooth speech — Oromis calls it "A balm of honeyed lies." After this, Galbatorix gives up and his voice is said to have "acquired a harsh, angry cast."
Seen in Journey to the West: Sun Wukong (especially before the Character Development kicks in) is very rude, disrespectful, aggressive and short-tempered, while almost all the monsters that he encounters on his journey are surprisingly good-mannered even if man-eating, some of them bordering with Noble Demon.
In Le Silence de la mer, the French uncle and niece who are forced to provide lodgings for a soft-spoken, Francophile German officer resist by completely ignoring him.
Garibaldi vs Bester in Babylon 5. Though Garibaldi isn't really rude — he's just rough hewn.
Yellow-Eyed Demon: You’re awfully quiet, Sam. You’re not mad at me, are you?
Sam: I’m gonna tear you to shreds, I swear to —
Yellow-Eyed Demon: [chuckles] When you wake up, Tiger, you give it your best shot.
The page image is from a MAD article parodying this trope, and for what it's worth, there are more◊ images◊ where that came from.
From Rhapsody of Fire there are some, well, interesting lines spoken by the main hero against the Big Bad Akron in "The Mighty Ride of the Firelord", including calling him bloody bastard, spit on him and threaten to burn him and eat his brains. Granted, he has just raped to death Princess Airin and killed the warrior Arwald, but still.... They also don't exitate to refer to the Queen of the Dark Horizon as the "God-forsaken Bitch".
In the Blind Guardian song "Time Stand Still", Melkor is quite affable and polite, while Fingolfin curse him on sight.
The zombie "Bob" in Jonathan Coulton's song "Re: Your Brains" speaks as if narrating an excessively polite corporate email while trying to convince the survivors to leave their safehouse.
In the opera La Fanciulla del West, the bandit (love interest of the heroine) is kind, chivilrous, and charming, while the Sheriff of the mining post is a self-absorbed, greedy, would-be adulterer. No surprise on who gets the girl.
In Siegfried, the hero Siegfried is rude and contemptuous of his Illegal Guardian Mime, who affects politeness in dealing with him. This is taken furthest in their final scene, where Mime affects polite, friendly and fatherly manners while inadvertently revealing his evil intentions. This leads Siegfried to ask him increasingly angry questions and finally kill him on the spot.
The opening of Castlevania: Symphony of the Night, in which Richter barges into Dracula's castle and interrupts the Count's relaxed wine(?) drinking, greeting him with "Die, monster!". He then insults Dracula, to which Dracula replies very calmly and philosophically. Richter continues insulting Dracula until he provokes a fight. Now that's rude!
The same is true for every conversation between the protagonists and Death prior to the ending split in Portrait of Ruin. However, Death does have an instance of mocking both Jonathan and Charlotte in the same breath, when, in response to Charlotte scolding Jonathan for antagonizing him by reminding him of what happened to his father, Death mockingly says "To think he needs a little child to admonish him!"
In Shadow Hearts, the hero Yuri is a rough brawler; before he's given a name, he's even referred to as "Rude Hero". His main antagonist is a dapper English Gentleman with a top hat who begins battle with a polite bow.
In Bayonetta, Bayonetta is pretty flippant and mean to the angels she fights; the big bosses among them, the Cardinal Virtues, are very pleasant in conversation. Also done with Father Balder, who also maintains his manners with Bayonetta while she outright loathes him. Though in Balder's case, he crossed the Moral Event Horizon three times in one scene, and even Ax-Crazy Bayonetta is disgusted by what he's done.
Part of the reason why Zero Wing was so badly translated is that CATS is using a very formal and polite form of Japanese, while the Captain and his crew are using a brusque, informal form. Even in the Translation Train Wreck, contrast "How are you, gentlemen?" with "It's you!"
Subverted in DmC: Devil May Cry: At first it seems that Mundus is the soft-spoken, polite business man contrasting Dante, who's much more rude and disrespectful than his previous incarnations and will use swearwords often here and there. The subversions comes from later in the game, when we find out that even Mundus isn't above using F-bombs here and there.
Doctor Horrible is an intelligent, respectable guy who happens to be a supervillain, while his archenemy, Captain Hammer, is basically a huge jerk who mocks the homeless. Dr. Horrible seems to think of them as dirty and gross, but at least tries to keep his opinions to himself, and is interested in helping improve their situation (by taking over the world and re-ordering society) even if he doesn't want to touch or be touched by them. Their interactions with Penny are even more telling — Dr Horrible is genuinely interested in her but unsure of how to proceed. Captain Hammer, meanwhile, is blatantly disrespectful of her and goes after her just because it gives him one more thing he can rub Dr Horrible's face in.
Luke: I'm trying to have a civil conversation with you here.
Alucard: Oh, so am I. And I'm failing. And I'm sorry for that. It's just that I'm so agitated, because this blond little shit stormed into my room, destroyed my 70 inch plasma wide screen TV, and is trying to impress me like I'm his alcoholic father.