A word meaning a 'tragic accident' or 'lethal occurence'. Though, this name is given to children who died either before birth or shortly thereafter. Still some parents don't quite get it. It's more widely known to be the Chinese name for "moon."
Anime and Manga
Angel Sanctuary's Katou's seldom mentioned first name is Yue, given by his father, because he was not his child, but the result of his mother's betrayal. It didn't finish him off after birth, but in the course of the series he gets killed - or most often kills himself - four times total.
Yue from Cardcaptor Sakura counts as well, since as the Judge he had the power to strip away the memories and emotions of everyone Sakura knew and loved. Sakura certainly seemed intimidated by him, though that may also have been due to his appearance and emotionless facade.
Yue's name in CCS is actually meant to be Chinese and carries the meaning of 'moon', not the above mentioned meanings. Could still be sort of playing with this meaning, though.
Yue Ayase from Mahou Sensei Negima! averts the majority of this trope, despite all signs that she might.
Princess Yue from Avatar: The Last Airbender. Both meanings ("tragic accident" and "moon") apply: she nearly died at birth and was only saved by the power of the moon. During her heroic sacrifice, she gave up that bit of energy to save the moon's life, died, and was reincarnated as the Moon Spirit.
Jafar
From the Arabic Ja`far, meaning, of all things, "brook." Probably gained its notoriety from Ja'far ibn Yahia al-Bamarki, about whom read below.
Film
The original Jafar, the one they were all named after, was Ja'far ibn Abi Talib, who was of all things a pious warrior and a cousin/companion of the Prophet Muhammad. Yep.
Ja'far ibn Abi Talib's great-umpty-great nephew, Ja'far ibn Muhammad al-Sadiq, was the Sixth Imam of Shi'a Islam (being a descendant of Ali ibn Abi Talib and the Prophet's daughter Fatima) and one of the founders of Islamic jurisprudence. As indicated by his laqab (nickname), he was noted for being upright, honest, trustworthy, and not in the least bit interested in actually ruling (despite claiming to be the legitimate leader of the Muslims).
Ja'far ibn Yahya al-Barmaki, aka the Grand Vizier Jafar, was a Persian nobleman and the Grand Vizier (i.e. Prime Minister) of the Abbasid Caliph Harun al-Rashid. He was executed under suspicion of having an affair with the Caliph's sister Abbasa. He appears in the Arabian Nights as a sort of detective (in a tale often cited as the Ur Example of the Detective Story), but his patronage of learning—specifically the revival of Greek and Persian science and the encouragement of the paper industry, recently arrived from China—may have led to a reputation as a sorcerer: hence the villainous connotations.
It wasn't exactly "having an affair with Abbasa." Harun al-Rashid basically told Ja'far and Abbasa to get married but not to sleep together. He then flipped out when they disobeyed him. Honestly, he's the one who should have gotten the Historical Villain Upgrade.
Geist
A common Badass name. It translates as "ghost" or "spirit," but people/things named Ghost tend to be far less threatening... unless of course you've built up your tech tree.
Anime and Manga
This is more commonly translated as "Tank Spirit", which is more accurate given the effect that it has.
In the new .hack manga and video game series, ''.hack//Link'', one of the Big Bad's minions is thus named. It's interesting to note that within Schicksal all members other members are named after musical instruments in German, making Geist the Odd Name Out. This later proves to be a quite Meaningful Name when it's revealed that Geist is actually Saika's brother in the real world, as well as the person who sent a virus replica of Aura named Death Queen Aura into The World R:X.
Duh. German uses Geist- in the same way as English. Geisterstadt is 'ghost town'.
Mal-
The syllable mal- means "bad", "evil" in many Romance languages, being derived from Latin malus (with the same meaning). It also appears in many English words, as in malicious, malign, malevolent, malignant and (yes, these words exist) maleficent and malfeasant. Malefica particularly is Latin for "witch".
Anime and Manga
The Malfoy family from Harry Potter. This one is actually only indirectly derived from Latin; thanks to Rowling's obsession with French/Old French wordplay, the name is rough Old French for "bad faith" (modern French would have something else).
Ivanhoe has a lot of these. The Templar Preceptor Albert de Malvoisin ("bad neighbor"), for one.
Firefly: Malcolm "Mal" Reynolds, who if not an Anti-Hero is certainly flawed. River even Lampshades that interpretation of his name.
Mal is supposed to be a subversion of a Villain Protagonist. He's ruthless, but not evil. The entire reason Jayne is there is so you have an actual Villain Protagonist to compare Mal to.
MMORPG
The villain of the MMO Wizard 101 is named Malistaire.
Earlier we have Malekith the Accursed, the Dark Elf who seeks the Casket of Ancient Winters in the Walt Simonson run of Marvel's Thor comics back in the 80's.
Special mention to Dr. Malcolm Betruger, the villainous Mad Scientist responsible for the demon invasion in Doom 3. Not just "mal" in the name but Bilingual Bonus as "Betrüger" is German for "deceiver" or "swindler," not to mention sounding a lot like "betrayer," which he does to you early on.
And then in Doom 3: Resurrection of Evil, Betruger is turned into a new and powerful demon known as the Maledict.
Malus, the final colossus in Shadow of the Colossus. The other colossi have much more harmless-sounding Latin titles.
There's also Dreadlord Mal'Ganis from the Warcraft universe.
There are a few more, like Malas, Malakk etc. However, the trope is also often subverted, most notably with Malfurion Stormrage, who is one of the good guys.
Malin Keshar from Battle for Wesnoth. And the necromancers / liches from the Mal- line.
And there's Malpercio from the Baten Kaitos series. Origins reveals it is a subversion, "Malpercio" is just the name of a random hill.
El Tigre features a gigantic monster named El Mal Verde (The Green Evil).
The DCAU Superman series had Superman free a trapped Phantom Zone Kryptonian named Mala. Any Spanish speaking viewer knew immediately where the episode was going.
The witch Maleficent, the villain of Sleeping Beauty from 1959. As one of the most (maybe the most) distinguished Disney villains, she also appeared in the Kingdom Hearts video game series.
Tod / tot
The German words for "death" and "dead" are "Tod" and "tot" respectively*
With a long vowel.
, so people with names that look or sound like it tend to be scary.
Comic Books
Frau Totenkinder in Fables, who was every nameless evil witch from fairy tales, and in the story is mostly good but very sinister.
Possibly inspired by Friedrich Rückert's Kindertotenlieder (Children's songs of the dead), some of which were set to music by Gustav Mahler.
Tod Slaughter, an actor in the early-to-mid-twentieth century who specialized in Card Carrying Villains, including Sweeney. His real surname was "Slaughter", but he added the "Tod".
Others
Russian (and Slavic, in general) names seem to be frequently used in Western fiction for bad guys, probably due to the Überwald and Red Scare tropes. See also the Vlad examples under ConquerorsComic Books
Lobo. Even on earth, it conjures the idea of a rabid wolf, but on his planet, it translated into "He who devours your entrails and thoroughly enjoys it."
Why did his planet even need a word for that? How common can that actually be that they need a single word to describe it?
The Big Bad of the Seven Swords wuxia movie is named 风火连城 (Feng Huo Lian Cheng), which translates to "Wind and Fire All Over the City", or "city-razing firestorm"...so yeah.
Count Dooku in the Star Wars prequels is named after "doku", the Japanese word for "poison".
In Scottish, "Thrawn" means a combination of obstinacy, assertiveness, and more than a hint of willful perversity.
A variation: Granny Weatherwax's name in certain dwarven dialects translates to "Go 'Round The Other Side Of The Mountain". She's also known in some tongues as "She Who Must Be Avoided".
"Mathias Cronqvist", anyone? You know, Dracula? Mind you, that's a real name, but "Cronqvist" certainly sounds intimidating.
Mind you, it translates roughly as "crown-twig." Then again, if you get creative with it, you could interpret it as "a branch in the crown of a tree," which would imply that he's just better than you.
One of Hitler's generals was called Manteuffel, a name broadly translating as Man-devil. This also comes into English as the name of the sinister country mansion in Daphne du Maurier's Rebecca - Manderville. Mrs deWinter, you cannot say you were not warned.