Sirius Black, although this turns out to be somewhat misleading. It definitely applies to most of the rest of his family, though. His family attempts to deliberately invoke this trope with astronomical names multiple times. Sirius, Andromeda, Regulus, Draco, probably several of the others do this also, but I don't know astronomy well enough to tell you for sure.
Bellatrix is also named after a star.
The Laundry Series is home to the Black Chamber, the rather...morally unsound US paranormal agency.
Parodied and subverted in Grunts!, when the various orc squads pick names. There are an over-abundance of black, sable, ebony, etc...And then Pink Squad. They're kind of worried about Pink Squad.
In The Simpsons episode "Bart Gets An Elephant", Stampy the elephant is nearly sold by Homer to an ivory dealer (and onetime whale hunter, seal clubber, and president of the FOX network) named Mr. Blackheart.
In "Kamp Krusty", there's Mr. Black, the evil camp councilor who torments Bart, Lisa, and the rest of the kids attending the eponymous camp.
Red
Or any variation. Crimson and Scarlet sound especially Badass. Vermillion, less so, but you can work with it. See also Red Baron.
Anime and Manga
The Red Comet. Also the Crimson Lightning, but he often gets confused with the other guy.
Rezo the Red Priest of Slayers has a piece of the Dark Lord of his world sealed in his eyes, making him steadily more evil through his life. Lampshaded by Lina when she comments that his name sounds like a villain's after they meet and he tries to play her into giving up a powerful artifact.
Not to mention Queen Redd from The Looking Glass Wars, the Red Queen and the Queen of Hearts rolled into one.
Even just plain old "Red," a.k.a. Carmine Zuigiber as Good Omens proves.)
A dragon named Scarlet in the Sword of Truth series, though really it doesn't matter what the name is, you better run from a dragon if she ain't called Puff.
Scarlett O'Hara, of Gone with the Wind wasn't exactly the southern sweetie she liked to pretend she was. She EARNED that damn not being given!
While not a person's name, the Scarlet Crusade from World of Warcraft. Originally devoted to slay undead, but turned into an army of insane religious zealots bent on killing anyone who's not one of them. Also, their leader is a demon/vampire in disguise.
Music
King Crimson. The name sounds much more intimidating than the actual sound/image of the band, however.
Subverted in Final Fantasy VII: Scarlet of Shinra is utterly laughable as a villainess, present only to fill the role of The Vamp. All she manages to do is be annoying enough that you can't help but relish the literal bitch-slap fight atop the Sister Ray.
A very bad example is Scarlet Foxfire, which has a color, animal, and fire, from the webcomics of David Gonterman. Gonterman probably does actually intend her to be a badass, but seeing as how she's some sort of superpowered vixen fursuit (worn by a guy), well, her status is dubious, at best.
The Victorians and Edwardians loved to associate this with madness and decay as the symbol of the plague is a yellow flag with a single black spot flown above an infected vessel or building. In other cases, it might just be related to inherent abilities of lightning and/or awesome reflexes.Anime and Manga
Minato Namikaze A.K.A. the Yellow Flash. The ONLY Ninja listed in the Black Book with a "Run On Sight" tag...
...Not that it would help much if he was after you.
The manga of Cowboy Bebop featured a reporter following the crew as they chased the White Siblings, Ash and Blanche, who preyed on the elderly.
The White Devil, Nanoha Takamachi. Well, it's a name to run from if you have done anything to incur her wrath. Okay, so she won't cause any lasting damage, but you are going to be in one hell of a lot of pain...
Albert "Chalky" White, from Boardwalk Empire is either a Villain Protagonist or an Anti-Hero, but he's most definitely someone you do not want to cross. Extra irony points for Chalky being a black man with three names meaning "white".
Simo Häyhä, AKA The White Death. Just read his page.
Gray/Grey
Often used for characters whose morals or motivations tend to come in, well, shades of gray, or just generally to connotate people with powers or badasses.
Anime and Manga
Various versions of Greymon from Digimon (And BlackWarGreymon has two of the colors on this list, so you know he's a force to be reckoned with)
Possibly subverted by Sonja Blue in the Midnight Blue series of stories. Though blue is often associated with sadness, Sonja is depicted as the preeminent badass of the story universe.
Azula, cold and ruthless villain from Avatar The Last Airbender. Name originally comes from the colour of her flames (blue — which is more intensive than normal red and yellow).
And then there's Zuko's famous "Blue Spirit" alter-ego, in which he dons a blue mask and ninja garb and carries twin swords.
Pink
Not generally a colour considered associated with dangerous or villainous characters.
Anime and Manga
Until you remember that Lina Inverse's official title is 'Lina the Pink Sorceress.' And if you call her that to her face, you will need to run away really fast.
Pink doesn't seem scary until you remember that in Power Rangers Lost Galaxy it was the Pink Psycho Ranger that was not only the last to be killed, but also caused the death of the first ranger in Western Power Rangers history. Seven seasons in, and it was an elite mook that was pink nonetheless, that finally killed one off.
In the Touhou series colors can be associated with power. The color purple usually represents power. It stands to reason that the most powerful being/Youkai in Gensokyo, Yukari Yakumo's name is Japanese for Purple. Also her shikigamis, Ran and Chen, have names that mean Indigo and Orange, respectively.
