Names with the letter K in them (especially as the first or last letter), for some reason, look tougher than names without it. Perhaps it's because this letter is rarely used by itself the English language, and thus it sounds sinisterly foreign. Or maybe it's because those few English words are mostly of a rather morbid variety (e.g., "kill", "keelhaul", "kick", "kidney", "kitten"), and the name sounds scary by association.
K Names don't necessarily denote evil characters (or entities). Sometimes they're given to tough and brutal warriors - though you'd better run away from those really fast, too.
Note: This trope is brought to you by the letter "K". Names with "c", "cc", "ck", "cch", "q", "cq" etc. are not this trope. "Kh" is okay, though.
A subtrope of Names to Run Away From Really Fast. See also R Names and Xtreme Kool Letterz.
Admitted by the creators of the Highlander franchise, and so common they even have a name - 'Kimmies': The Kurgan, General Katana (doubles up with a weapon name, for even greater badassery. Too bad the movie is commonly referred to as the worst movie ever made), Kane, Kronos, etc.
Koschei the Deathless, from Russian folklore. "Deathless" because he's removed his soul from his body to attain immortality. It's hidden in the eye of a needle, inside a duck egg, inside a duck, inside a fox, inside an iron treasure chest wrapped in the roots of a tree on an island which simply isn't there most of the time. Possibly the original lich.
Kali, from Indian mythology.
Loki from Norse mythology. His name SOUNDS trickster-y. And if he's feeling helpful, that's great. If he's feeling disgruntled - or if he's crossed his moral even horizon - bad things will ensue. Ragnarok, for instance.
For that matter, how about Ragnarok? You know, the Viking version of the apocalypse?
Sekhmet from Egyptian mythology. She was a goddess depicted with the head of a lion and was so literally bloodthirsty she drank a whole lake of wine just because she mistook the red liquid for blood. And didn't start feeling the effects until after she finished the entire lake. Even Ra was afraid to try to stop her rampaging.
Kokopelli, a god from Southwestern Native American Mythology. You might recognize him as that weird flute-playing guy who appears on all those random products.
Robert E. Howard was fond of K Names, as evidenced by King Kull and Solomon Kane.
Conan the Barbarian also counts, as he uses the hard-'c' which sounds like 'k' in his name.
Kirschov Latanya of the Second Sons trilogy, though he is more dumb than evil (He was the last person in the entire universe to work out that Marquel was evil, to start...).
Note also the non-Klingon Kodos the Executioner, a double whammy (although he gets some sympathy in the end of his episode).
Khan.
From the perspective of the bad guys, 'Kirk' is probably a name to run really, really fast from...
Daleks, from Doctor Who. Unless you're the Doctor, with a pass possibly going to a few of his companions, your only hope when confronted by a Dalek is to run away very, very fast.
Or hide behind a sofa.
Or go up or downstairs. (That is, until the Daleks figured out that they had to start levitating.)
Warhammer 40,000: "Kharn" sounds scary enough, until you find that his title is "'the Betrayer''". You really, really want to run away from this one.
Also, Khorne, Chaos God of War, whose followers are known by their battle cry "Blood for the Blood God!" The 40k universe is not a happy place.
Kaelis Ra, the god of death. Oh, and Kaela Mensha Khaine, the Eldar god of war.
Scryak.
. Their real names are actually Punch And Judy. That also counts for this trope.
In Dungeons & Dragons Orcs and Drow tend to have k and g sounds in there names, so if one runs after hearing a name like Grak or Kagak (which are just random names btw) it's probably best for their health.
Toys
Most of the Always Chaotic Evil species in BIONICLE have Ks in their name: Bohrok, Rahkshi, Vahki, Visorak, Piraka, Skakdi, Barraki, Makuta, Skrall... And on an individual basis we have names like Krekka, Krahka, Krika, Kuurahk, Korohk, Krakua and Kopaka.
The Ignika, one of the most powerful Kanohi, and the only one that was intentionally made sentient.
King K Rool from Donkey Kong Country 1-3 (and Land 1-3, and 64, etc). Speaking of which, pretty much every single Kremling and boss character comes under this: KAOS, Kerozene, King Kut Out, Kleever, Kroctopus, Krow and Kludgel.
Dragon Age: Origins gives us the darkspawn...well, most of them: gemlocks, hurlock, and sharlocks (more commonly called Shrieks in the game, but they're still examples of this)
The Dovahkiin from Skyrim who can evoke this with their real name if the player so desires, also notable are the twin brothers Vilkas and Farkas of the Companions, Kodlak Whitemane, and Ulfric Stormcloak.