A demon of vengeance in Greek myth, and a possessing entity akin to Nemesis in Christian demonology. Spelled "Aleister," may be an allusion to purported black magician Aleister Crowley.
Anime and Manga
Alastair is one of the highest and most evil demons in Supernatural. Throughout his appearances his goal is to bring about the Apocalypse, but he really wants to return to Hell so he can continue his "studies" in torturing souls.
The Executioner of Hell in the Ninth Hell of Nessus in Dungeons & Dragons.
In Vampire The Masquerade, alastors are the Camarilla enforcers charged with hunting down and destroying the Anathema, those vampires who the Camarilla have marked for Final Death.
It's possible that Edmond Dantes of The Count of Monte Cristo was named with this intent, given that he sentences his enemies to an Ironic Hell (albeit while still on earth).
A figure from Greek myth who conspired to kill her own mother after she murderered Electra's father. In modern times it has been used occassionally to denote the female form of the Oedipus Complex. Even when not completely evil, almost always mysterious and alluring.
Comic Books
Elektra King, the Femme Fatale in The World Is Not Enough who gets involved with Bond. It eventually turns out that she's the main villain, having seduced Renard previously and using him to fulfill her plan.
Faust
And all derivations of it; it means "fist" in German.
Anime and Manga
Fairy Tail: The king of Edolas, who may have heard about ethics and similar things but decided they were for weaklings.
Norse Mythology. A giant wolf, son of god Loki, fated to break free from his chains on the coming of Ragnarok and eat Odin. Also known as Fenris, Fenrisúlfr...
Literature
Fenris Wolfbrother, an orc chieftain in WarCraft II Beyond the Dark Portal.
Fenris Isle in World of Warcraft, probably not named after the orc. Home of a dark wizard and his Gnolls (hyena-like humanoids) minions until the Cataclysm expansion pack. Also Fenrus the Devourer, a gigantic wolfworg.
Doctor Who features an ancient evil entity with the name of Fenric in the Season 26 serial "The Curse of Fenric", a being trapped by the Doctor in a flask and using its still considerable powers to manipulate various people as pawns over the centuries in order to gain his freedom.
Hades and/or Acheron
The Greek underworld, the god that rules said underworld, and the river one must cross to reach it, respectively.
Anime and Manga
Cali, the villanous lizardman in Cirque Du Soleil's Amaluna; note that the character is also the analogue to Caliban in The Tempest, which the show is a variation on.
An ancient Greek demon whose description boils down to 'succubus of children.'
Anime and Manga
Also see Demon Lord Dante by Go Nagai. Lamia wants to alternatively either screw or eat everyone in the city to have/make food for her zillions of spider babies. (She's a drider instead of the typical half-snake version fantasy works usually toss up.)
Also Lamia Loveless from Super Robot Wars. An android and efficient spy who will sneak into your team, get really friendly with your teammates, while leaking information to her higher ups so at one point, she will be able to bring your group down in one swift move, and she has no concern in anything except her mission, her life included. Played straight in SRW Advance, when playing Axel's scenario, whereas she never did develop her conscience and stays as a cold blooded android.
The Lamia Queen enemies from various Final Fantasy games. Usually they're just obnoxious enemies or bosses, often with attacks like Confuse or Charm that force characters to switch sides and attack their own party members. The Lamia from Final Fantasy II gets points for being an actual Queen who very nearly seduces the bewildered protagonist.
Nergal
A Babylonian deity, a fiery god of war and destruction. Identified with the planet Mars.
Anime and Manga
Nergal, frontman/lyricist of the Polish death-metal band Behemoth. Somewhat fitting, since their lyrics play with theosophy a lot.
Odin
Norse Mythology. Usually referred to as 'the Allfather', 'Old One-eye' or 'the Ferryman', as He's rather scary and naming Him directly might bring you unwanted attention.
Odin from American Gods, although he actually avoids using the name.
Not evil by intention, but released evil upon the world.
Anime and Manga
Gives its name to the research organization PANDORA in Darker Than Black, which like Nergal in Nadesico is ostensibly good - apparently no one in either cast studied mythology.
Pandora is also the world inhabited by the Na'vi in Avatar. Not evil itself, but a foreshadowing that it won't remain undisturbed. Also fits the Greco-Roman theme naming of planets *
according to the "Manual", Pandora is a moon in the Alpha Centauri system orbiting the planet Polyphemus
The Shiva Squadron from the Feng Shui supplement Glimpse of the Abyss are a Demon SlayingAmazon Brigade with eight arms much like their namesake (they're even called "shivas"). They're also not too keen on anyone who associates with demons, even if the demon in question has joined the forces of good (like quite a few Supernatural Creature PCs).
A subversion in Final Fantasy IX - in this case the name belongs to the Tantalus Theatre Troupe. They're not so much terrifying as they are...well...they're a group of laid-back, Large Ham actor-thieves, including a beloved Ensemble Darkhorse, Blank. The game's main character is also an on-and-off member of the troupe.
Titan
Named after the Titans, ancient proto-gods from Greek mythology. If you are in a superhero work, and you hear the name, or title, Titan, why are you still around to hear it?
Comic Books
Marvel Comics: Titan is the last stop in a journal belonging to a guy found floating in the air, dead, making like the Human Torch.
Dreamworks: Titan is a manufactured Ascended Fanboy with the nom de guerre of Titan decides he'd much rather use his powers for crime and the easy life.
Valkyrie
Valkyrie (from Old Norse valkyrja, "chooser of the slain") has been used to name aircraft in both fiction and reality. It's also one of the few "tough" female names.
Anime and Manga
The North American Aviation XB-70 was an experimental US Air Force nuclear bomber, making the name terrifyingly literal.
Walküre was the name of a mobilization order during the time of Nazi Germany. The German resistance secretly rewrote it to use it against Hitler's regime, but the operation to overthrow the Nazis ultimately failed. Dramatized in several films, including Valkyrie.
Others
Oda Nobunaga is often referred to as "Dairokuten Maou", "Devil King of the Sixth Heaven", in various franchises he appears in (a nickname he apparently chose for himself in Real Life). This is roughly the Buddhist equivalent of Satan.
Beast Wars's Megatron uses this as an invoked trope, in an attempt to be the figure from the series' equivalent of The Bible, "The Covenant of Primus". The Transformers Wiki put it best: "What distinguishes Megatron from the countless others who share [his] goal is his chutzpah. This is a guy who named himself after his faith's equivalent of the Antichrist."
Ishtaros (named after the Babylonian goddess Ishtar) and Nicchae (named after Nike, the Greek goddess of victory) in Ninja Gaiden Black/Sigma.
Orcas. otherwise known as Killer Whales (if that name wasn't bad enough), have the scientific name of Orcinius Orca, Basically named after Orcus, the Roman god of death. That's right, Shamu is named after the god of death.
Fallout 3 has a Ghoul named Charon, after the ferryman of Hades, who can be recruited as a follower, and Cerberus, the Mister Gutsy robot who patrols Underworld.
