Rather common in BattleTech. When an invading nation, Clan Smoke Jaguar used orbital bombardment on a conquered city (after a prison break), then killed anyone escaping, as a warning to all other conquered planets, every military in the Inner Sphere sent their elite units and their extremely rare space warships on a mission to wipe out the entirety of the Clan Smoke Jaguar military, killing or capturing every single Jaguar warrior. They landed all their forces on the Jaguar homeworld, Huntress, then used their own orbital bombardment to wipe out concentrated Jaguar military forces while picking off stranglers with overwhelming firepower and ambush tactics.
Later, after a genocidal campaign of nuclear, chemical, and biological warfare by the Word of Blake, a coalition of mercenaries, ComStar loyalists and special forces from the Inner Sphere engaged in a war of extermination against the Word of Blake, culminating in the liberation of Terra and the establishment of the Republic of the Sphere.
The free tabletop game Scarlet Wake, which draws inspiration from Kill Bill, focuses more or less entirely on having your character go on one of these against those who wronged them.
The free tabletop game The Hard Way also has revenge as a quite frequent motive, given the Trauma part of every PC's background.
Magic: The Gathering: Ajani started out this way in his Vengeant state, and had to be prevented from doing it again on Theros after Elspeth's death. Garruk spent most of Innistrad block doing this while pursuing Liliana. Chandra tried this on the Order who burned down her village. Given the power that planeswalkers wield even after the Mending, whenever a planeswalker pulls this, a lot of things end up broken.
Contracts of Stone 5, "Red Rage of Terrible Revenge" from Tabletop Game/Changeling:The Lost not only turns you into a night unstoppable monster, but is free to cast if you are seeking vengeance for an injured or killed loved one.
Thyra from Iron Kingdoms. After her family was killed in a raid by mercenaries hired by Cygnar, she led a band of fellow survivors in a guerilla war against them. They did surprisingly well before she killed a Menite priest who tried to get her to stop, and was imprisoned and subsequently recruited by Feora.