From Tales of Symphonia, the last in a venerable line of demon hunters. He asks the party to schlep around the world collecting "Devil's Arms", for what turn out to be less-than-savorypurposes. Still, with a name like that, you'd think the party would have guessed something was up.
Amon is the name for the Sinistral of Chaos in the first two Lufia games.
In Shadow Hearts and its sequel, Amon is one part of a demonic trinity. It is first used by Albert Simon to combat Yuri. It later becomes the method Yuri uses to challenge the second games Big Bads who had made pacts with the other two points on the trinity, Asmodeus and Astaroth.
This is the name of the new Big Bad in the Starcraft II series beginning with Heart of The Swarm - a fallen Xel'Naga.
BelialVamdemon, Big Bad of Digimon Adventure 02. Digimon loves this, apparently. Was dubbed as MaloMyotismon, which still evokes the adjective variety, but fell flat. Then again, so did BelialVamdemon.
Then again, according to some mythos, Belial was the very demon who tempted Lucifer.
Angel Sanctuary: The Mad Hatter, one of the Seven Satans of Hell, whose sin is Pride, was given the name Belial by God. Not only does Kaori Yuki mention that the name means useless, but Belial is also mentioned as being in love with Lucifer.
In Sanctuary, this is the name of the Lord of Lies. In Diablo III, he's behind Maghda and the Dark Coven from Act I and the trouble in Caldeum in Act II, and you're charged with taking him out.
Also Star Ocean: Till the End of Time, in which he is fought alongside one named Belzeber (Baalzebul or Beelzebub) and subsequent to one named Azazer (Azazel). Oh, and the guy they work for is called Lucifer, though the American port, at least, changed it to Luther.
Belial's used to such an extreme in Devil Survivor that not only do they have a boss named "Belial", but if a demon so much as has "Bel" in its name, you know it's going to be a tough fight. It even reaches the point where they renamed Baldr to Beldr so that he could fit the rule.
The bio stage boss in Gradius IV is supposed to be named this, although it's transliterated as "Viral" in the US manual.
A Recurring Boss in Odin Sphere. Played straight in that while he is a dragon trusting of humanity, he was magically enthralled to the Wise Men as a result and winds up fighting every protagonist, with Cornelius as his final opponent.
One of Ramsay Bolton's men is called Damon Dance-for-me.
Daemon Blackfyre was a relative of the royal Targaryen family who proved to be the single-biggest threat to the unity of the realm prior to the War of the Five Kings. He sparked a massive and years-long civil war to claim his birthright when a Succession Crisis occurred roughly a hundred years prior to the start of the story proper.
Demandred, the name of one of the Forsaken from The Wheel of Time, is a contraction of "demon" and "dread".
Played for laughs in an issue of The Sandman when someone tries to register at an anonymous serial killer's convention under the alias "The Devil" and is asked to clarify which state he's knows as "The Devil" in as they already have ones from New Jersey and Oregon.
In the BattleTech canon, The Dragon to Warlord Grieg Samsonov, and the man who enacts with gusto Samsonov's plans to frame Wolf's Dragoons for various crimes as a pretext to having House Kurita taken them over and force them to become a regular DCMS unit, is named Jerry Akuma. Akuma is a Japanese word for a malevolent demon, analogous to the Devil.
In Higurashi no Naku Koro ni the Sonozaki sisters and their grandmother all have the character for 'oni' (demon) in their names. (The twins' mother did, too, but had to change the spelling when she got married.) It's an old family tradition...
For Katekyo Hitman Reborn!, the assassins of the Varia squad have names like Leviathan, Belphegor, and Mammon.
Lala Satalin (for "Satan") Deviluke and Nana Asta (for "Astaroth") Deviluke from To Love-Ru.
Vampirella's mother is named Lilith, after a demon in Jewish myth and folklore of the same name.
Heavily subverted in Timothy Zahn's Heir to the Empire trilogy, as, when Han and Lando first meet Garm Bel Iblis, they disagree on whether he can be trusted, with Han sure he's on the up-and-up, while Lando is more suspicious. Readers familiar with this trope might tend to side with Lando, since Garm was the name, in Norse myth, of the Hound that guarded the gate to the underworld, while Bel, an alternate spelling of ba'al, in Christian demonology, was/is the name of a demon, while, Iblis is, in Arabic, an alternate name for Satan. It turns out, however, that Han is right and Garm Bel Iblis is a straightforward white-hat.
The main villain of Mazinger Z was Doctor Hell. Somehow neither that, the Evil Laughor the creepy purple skin were enough for people to figure out he was evil until it was too late. The dubbed version (Tranzor Z) was worried people might be offended by that, so they called him "Doctor Demon" instead. Yeah, that's a LOT better.
InuYasha has Naraku, a pun on the word "Naraka", the term for Hell in Buddhism.
In Shin Mazinger, on the other hand, everyone was able to figure him out rather quickly, even before the purple skin.
Integra Hellsing, though running won't help, as she's a perfect shot.
The Trope Namer and Ur Example would have to be Hel, the Norse death goddess. Her realm is also called Hel, and this name was later absorbed into the English language to refer to the Christian underworld.
According to various traditions (but not Biblicalcanon), Lilith was Adam's first wife (sort of a failed prototype for Eve) who rebelled against God and Adam, then became a demon and gave birth to a ton more demons.
Anime and Manga
If you go for a variant on "beelzebub" or "satan", you'll generally look like you're trying too hard, though. Unless you're in Japan: Mr. Satan (from Dragon Ball). He's not evil, though, and while he'd be a Bad Ass in any other Verse, in Dragon Ball Z he's a Muggle with delusions of grandeur. Digimon also gives us Demon, Beelzebumon, and SkullSatamon. They were dubbed as Daemon, Beelzemon, and... SkullSatamon?!
Le Chiffre, of Casino Royale, gets bonus points for being a pretty good spy name even in translation - it means "the number" or "the cypher".
Valentine Morgenstern of "Mortal Instruments". His last name means "Fallen star", referring to the fallen angel, Lucifer. You'd think that an organization as biblically based as the Shadowhunters would have been a little concerned when the guy who's last name essentially meant "Lucifer" began to gain so much power...
In Shaman King, Faust VIII (descendant of the original Faust) appropiately names his Oversoul 'Eliza Mephisto'. Look at this pretty nurse and tell me you wouldn'trun◊. Keep in mind she's big enough to carry Faust in the ''palm of her hand''.
An NPC in Demon's Souls that only appears after you acquire Pure Black Character Tendency, which is achieved by either killing off friendly NPC's or invading other players' worlds and killing them and after you kill Yurt the Silent Chieftain, her accomplice (who will also assassinate NPC's in the Nexus if left alive long enough). When you speak to her, she will send you on missions to assassinate friendly NPC's, offering valuable items in return. When all the missions are completed (when everyone in the Nexus and beyond are dead), she will attack and attempt to kill you. All of this is accompanied by her evil appearance and malicious voice.
Dahlia informs the protagonist that the strange marks around Silent Hill are the mark of Samael, who will enter the world to destroy it if Harry does not take the talisman she gives him to the right place in time. She's lying. Her cult is trying to summon their "god," and the Flauros talisman allows her to break into Alessa's otherworld.
The scientific name of the widemouth blindcat(fish) is Satan eurystomas ("Satan (with a) wide mouth"). To humans, the widemouth blindcat isn't a terribly frightening creature, being a useless-eyed, cream-colored catfish that grows up to 5 and a half inches long. To all of the other inhabitants of the underground aquifer the blindcat lives in (mostly blind shrimp and small fish), however, it might as well be the Devil, as it is the apex predator there.
The SS-18 "Satan" ballistic missile, the largest and most powerful ICBM fielded by the old Soviet Union. The terrifying reporting name is no coincidence. If this thing had ever been launched in a nuclear war, anything its warheads were aimed at would be vaporized from half a world away.
The mind-rending, city-destroying, giant alien monsters of Neon Genesis Evangelion are called Angels. While some have almost beautiful shapes, most are bestial monsters or, seemingly, physically impossible (such as a 600-metre by 3 nanometre floating circle and a floating, proton beam-firing octahedron) Furthermore, the most beautiful Angel, Arael, a giant, glowing, winged creature in space, is the cause of the trope-naming Mind Rape, and is a prime example of Light Is Not Good.
Harold "Harry" Angel, the shady private detective in Angel Heart. Only by the end do we know how bad he really is: He's really an evil occultist named Johnny Favorite, the very same man he was looking for. He tried to cheat Satan out of the deal he made with him prior to the start of the film, by stealing the identity of the real Harold Angel.
Anglicized form of the name for the Angel of Death in Islam and some Hebrew lore. According to more modern Anglicization it would be Isra'il. Not to be confused with Israfil- which is the Muslim name for Raphael.
Anime and Manga
Averted with Raziel from Christopher Moore'sverse. While he can come off as quite terrifying, he's actually the origin of Dumb Blonde jokes, and with good reason. Sent to Earth to grant the Christmas wish of a distraught child, he intends to bring back a Mall Santa the kid saw inadvertently killed, but winds up resurrecting a graveyard worth of brain-hungry zombies. In Lamb, tops himself over and over, leading to pinnacle example of Raziel-ness:
"The angel confided in me that he is going to ask the Lord if he can become Spider-Man"
Uriel makes several appearances in The Dresden Files, helping out the protagonist, Harry Dresden, who nicknames him Mr Sunshine. Heavily implied to be the most dangerous archangel, and outright stated to be 'Heaven's spook' and he who killed the firstborn of Egypt. He also gives Harry a very nasty fright when he objects to being called 'Uri'. Justified in that Harry's nicknames in particular have power, and that part of his name is very important.
The name of a planet visited in A Wrinkle in Time, Particularly the one where the children ride on the back of Mrs. Whatsit, who has transformed into a sort of winged centaur.
In Dean Koontz's novel Hideaway, The Angel who it is strongly implied was the source of Hatch Harrison's visions, and who speaks and acts through him as he kills Vassago, who we know had renamed himself after a Demon.
In Manchester Lost and Fanfic/Paradise Thwarted, he is one of the 4 archangels, and as in the above, possibly the strongest. However, he is also a complete Cloud Cuckoolander and intersperses moments of pure Badass (he nearly rips Lucifer in half! And throws him all over the place) with hilarious moments e.g. hugging people, becoming a fluffy bunny magnet for 3 weeks and being utterly oblivious to Belial's attentions, Belial being Archdevil of Lust.
Live Action Television
Uriel from Supernatural appears at first as just another dickish angel (Of which there are many) who just doesn't like the Winchesters. And then he tries to kickstart Armageddon.