The very first Big Bad of the series, Jagar Tharn from Arena. He betrays countless people, traps the Emperor in another dimension, and sells out the Empire to Mehrunes Dagon and the Daedra. All out of pure selfish and evil ambition.
Daggerfall has more of these types than pretty much any game in the series. One of the worst offenders, though, are the former (deceased) king and the then-current queen of Sentinel, Cameron and Akorithi. Long story short, their designated-heir son was chronically ill and fairly uninterested in invading neighboring countries for their land, the latter of which was the kind of thing his parents liked doing when they could get away with it. Not only did they produce some more children and partially disinherited him, his interest in scholarly pursuits hit King Cameron's Berserk Button, so he and Akorithi got rid of him by tossing him into a dungeon full of zombies and mummies just after a bad bout of the flu. Cameron got his when Gothryd of Daggerfall killed him in a battle over the island of Betony and married his daughter to seal the deal; Akorithi, however, is a Karma Houdini, as post-Daggerfall Sentinel becomes one of the largest states in the Iliac Bay region.
How Dagoth U'r of Morrowind became what he is, is questionable, but the moral nature of what he does is undebatable. He betrayed the wishes of his best friend and tapped the powers of the Heart of Lorkhan for godhood — he invented the Corprus disease, which warps the bodies of its victims and shatters their psyche, to produce his soldiers — he blighted the land of his own people with endless storms of volcanic ash and foul sickness — he is in the process of recreating Numidium, an originally Dwemer-created machine that is responsible for destroying an entire race of people — and he plans to spread the Corprus plague across the entire continent of Tamriel and invade all of its nations, so that he can commit complete genocide against all non-Dunmer races. In a world of Black and Grey Morality, Dagoth Ur is the pitch void.
The Elder Scrolls IV: Oblivion has Mannimarco, the first lich and most powerful necromancer in Tamriel. It's implied that he taught his followers a way to turn people into zombies while they're still alive. He gets it in the end, if the player chooses to reanimate him and trap his soul in a dark soul gem for later use, something which he had planned to do to Hannibal Taven. Karma has never been so good.
Then there's Umaril the Unfeathered, the immortal half-Ayleid demigod sorcerer-king, who made a deal with one of the Daedra (admittedly one of the Chaotic Good/Neutral ones), then, after being temporarily killed, returned to destroy the gods who had empowered his killer. He brutally murdered at least a dozen members of the clergy and then wrote messages on the floor with their blood. As a taunt.
Kurdan gro-Dragol starts off as a particularly brutal loan shark, until you discover that his loan shark persona is part of a Xanatos Gambit: he makes ridiculous loans to people who can't possibly pay them off, then he tells them to go to Fort Grief and retrieve his ancestral axe to get off the hook. It doesn't exist. Then, if anyone comes looking for said person, he tells them that he'll tell them where the person is in exchange for retrieving said ancestral axe. Which still doesn't exist. Fort Grief is actually the site of "The Hunter's Run", where wealthy people can pay to track and kill live human prey. The prey are given a fighting chance, though; the first three hunters are carrying keys which lead to the fourth hunter, who, in turn, carries a key to the gate of Fort Grief. Except it doesn't work. Kurdan has the only real key. Yes, he is that much of a monster. And then, as if to rub salt in the wound, after he kills his latest quarry, who happens to be the guy you've spent the entire sidequest trying to save, he has the gall to taunt you about it before his boss fight. Needless to say, taking this bastard down is very satisfying. Delivering the news to the recent widow, less so. At least Kurdan will no longer hurt anyone.
The Blackwood Company might also be worth putting up here. There isn't much sympathetic about a band of mercenaries whose initiation ceremonies involve drugging the recruits and having them go protect a nearby town from "monsters", when they are, in fact, murdering the entire population of the village. Also, the drug that's used? Hist sap, bottled from a Hist tree hooked up to machinery in the basement. Hist treesaresentient.
As an additional kicker, not only are Hist trees sentient, they're considered sacred. If there were no gods, Argonians would worship them, and a fair number borderline do. The two people maintaining this tortured tree? Both Argonians. Let that sink in.
Big Bad Mankar Camoran is pretty damn close. He's a Magnificent Bastard who gives epically impressive speeches that you have to admire, but he still created a pocket dimension in which he locks people in gibbets and sinks them into lava, but not before making them immortal. And the kicker? These were his followers.
Out of this universe's two major Murder Incs, the Dark Brotherhood is the worst. While the Morag Tong is populated by government-sponsored Well Intentioned Extremists who have a definite sense of honor, the Dark Brotherhood, while Career Killers on the surface, are really a Thuggee-esque cult who, in addition to the usual paid hits, take out some of their killings on innocents simply For the Evulz or to appease an entity they call the Dread Father Sithis. Sounds like a God of Evil, right? Wrong. Sithis is, in reality, a personification of the void and is literally nothing. In other words, one of the Dark Brotherhood's motives for murder is driven by an urge to "appease" a nonsentient abscence of being. The Dark Brotherhood questline in Oblivion, in fact, requires the player to go farther and farther beyond the Moral Event Horizon (some examples include murdering a harmless old man, lying to innocent people lured to a manor by a false promise of hidden gold to manipulate them into killing each other, murdering an imperial captain known for aiming to put an end to the Brotherhood's actions despite him having retired long ago, and slaughtering your fellow assassins, which is quite a dick move even though they are themselves monsters) before you can be done with it.
Keep in mind that that's only the players. One Dark Botherhood member relates that he once killed a five-year-old girl at her birthday party. And he enjoyed doing it, judging from the way he tells you about it.
After you slay the Cheydinhal Sanctuary Brotherhood, you will start getting more and more contracts on some very nasty people, who you surely won't feel bad about killing, even when, later, Lucien Lachance informs you there's been a switch starting at some point and you've been killing members of Black Hand.
Near the end of the Dark Brotherhood storyline, you find Lucien Lachance killed and cannibalized for perceived disloyalty. One present member of the Black Hand even laughs about it. This man, who, despite being just like the rest of the brotherhood, you may have developed an attachment to. Heartbreaking and chilling.
To be fair to the Dark Brotherhood's bonds, Lucien Lachance killed the guy's mother when he was a boy. Then he snapped, kept his mother's head, joined the Brotherhood, caused the suspicion in the Cheydinhal Sanctuary that led to its cleansing, and was the person who switched the dead drop contracts to have you assassinate the Black Hand.
Still not remotely heroic, but no longer Complete Monsters in Skyrim...mostly.
Grelod the Kind from Skyrim does not live up to her namesake. The head of a rundown orphanage, she brutally abuses the children under her care (both emotionally and physically), pretty much uses them as slave labor, and uses a mix of lies, manipulation, blackmail, and outright threats to ensure that no one will adopt any of the children, and actually brags about this to the children's faces. Is it any wonder that one of the children just got sick of the horror and performed the Black Sacrament? It's just so much worth noting that you get no bounty from killing Grelod in broad daylight. And the orphans cheer. Loudly. Who would've thought killing an old woman could get you feeling like a hero?
The Thalmor from Skyrim are not only this trope, but probably one of the few examples of a non-YMMV Complete Monster. They torture and abuse prisoners to death for fun, manipulated Jarl Ulfric into starting the Skyrim Civil War, committed Genocide on the Bosmer (their allies), tricked the Khajit into joining them by taking advantage of their spirituality (there is circumstantial evidence that they caused it just to do so), rewrote history so that Martin Septim's sacrifice and the Hero of Kvatch's journey in Oblivion is NOT what ended the Oblivion Crisis, but rather Thalmor soldiers, and outlawed Talos worship because (A) they're bitter about humans achieving godhood when, in their beliefs, they have been cast down from being gods and (B) because Talos is holding the Material plane together, eliminating him and the very presence and idea of humanity will end the world and, in their minds, allow them to Ascend to a Higher Plane of Existence. No wonder the developers even wanted to create an elf grinding trap for them.
The Wolf Queen, Potema Septim, a powerful necromancer who headed an army of the dead and is quoted as saying that she'd "trade the souls of all [her] servants for a bit of comfort". It's also implied that she was directly responsible for driving Pelagius III, aka Pelagius the Mad (who mind you, was her own nephew), insane by giving him a cursed necklace, just to spite his father.
The Ayleids, who would do things such as:
Make gardens out of humans' guts
Make sculptures out of humans' flesh
Set children on fire for "tiger-sport" (which cannot be pleasant regardless of how you interpret that)