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"But, Mister Croup, we hurt people. We don't get hurt." Mr. Croup turned out the lights. "Oh, Mister Vandemar," he said, enjoying the sound of the words, as he enjoyed the sound of all words, "if you cut us, do we not bleed?" Mr. Vandemar pondered this for a moment, in the dark. Then he said, with perfect accuracy, "No."
Dungeon Keeper Ami gives us the indominable Mukrezar, and his ever-attentive Imp Butler. Their subplot mostly involves Mukrezar comeing up with zany schemes that are as improbable as a pretty elf with long, luscious, lovely pink locks trying to brutally murder everyone and everything in sight (in an awesome manner). Oh, wait...
Bachiko and Meiko in Perfection Is Overrated, although their status as "bad guys" is not initially apparent. They're also the only two SUEs who can actually work together, and because they are each other's most important people, they die when their Childs are destroyed.
Edge and Christian used to do this routine back in their days as a tag team. Most notably, during their time in the Team RECK stable, where they'd discuss Kurt Angle's current scheme and provide exposition on what was bothering Angle that day.
In the prologue to the Scion sourcebook Hero, Hugin and Munin, Odin's two talking ravens, behave this way. Although they're not so much "bad" as they are not very nice at all.
As of V4, Survival of the Fittest has Richards and Baines. Although the terrorists are often used as vehicles for exposition, it tends to be this pairing more than any others, particularly given their penchant for not keeping secrets too well.