Everything about Morgoth/Melkor. The Satan of Arda, Morgoth engaged in Mind Rape without even having to think about it, and the only sort of pleasure he could experience came from horribly torturing and corrupting Elves and Men. In-universe, lesser Ainur were driven to insanity by his eyes.
Also the fact that Melkor captured many of the Elves and corrupted them, turning them into Orcs. What did he do to them?
Ungoliant, as one would expect from a giant spider who brought Shelob into the world. A simple Maia, she drank the sap of the Two Trees and turned into the pure embodiment of darkness and gluttony, and became the Broodmother of all spiders in existence (sorry arachnophobes!). She's never satisfied, and isn't picky about what she eats. She would devour the entire world if given the chance. She almost ate Morgoth himself. And what's worse, the published version of The Silmarillion does not confirm her fate. So...she could still be out there somewhere...always hungry...
What the imperialistic Numenoreans did while under Sauron's instruction to the peoples of Middle-Earth like the Haradrim, the Variags, and the Easterlings. We never get the details, but whatever it was, it so fouled their hearts with hate and pain that centuries later they worshiped and served Sauron just so they could kill Numenor's descendants.