The Cthaeh: described as the "most horrifying thing in all creation" even though it is trapped in a tree. The Cthaeh sees the future, perfectly, all of its infinite variation, and it HATES YOU. A single conversation with it turns you into a "plague ship sailing towards a harbor", as it chooses the worst possible future that its words can create. After sparking several world wars, the fae have taken to killing anyone who comes into contact with it, if a crow lands on your body, they kill that too.
It's a facet of all undead, Nazgul included, in Tolkien's legendarium. Their greatest power is the fear that radiates from them, typically driving most of their foes insensate so that they are easily cut down/dragged into a barrow/etc. This fear is specifically noted to be the fear of death itself, and as such elves tend to be immune to it seeing as how they don't die (even if 'killed' they just 'respawn' back in Valinor).
The Balrog and Shelob were also thoroughly dreaded. Enough so to frighten even Gandalf.
The very name "Sauron" means "abhorred"—not precisely the same as "dreaded", but you can see it from there.
Lord Havelock Vetinari is a curious example, in that he is fairly well-known but people do not want to make him unhappy. This is partly because of his intelligence network and the fact that he has other Dreaded (notably Vimes and the Watch) on his payroll. Also, people are quick to point out he is an accomplished assassin who aced all tests in the guild (except for Stealth and Disguise, because his teachers believed he never attended). He is the only person apart from Vimes the Assassins' Guild won't take assignments on.
Vorbis from Small Gods, a Sinister Minister and perhaps the biggest monster in the series (yes, that's including Teatime). He scares Brutha more than their god. And yet Brutha, being the local Jesus / Buddha analogue, still takes time to save him from hell in the afterlife.
Both played somewhat straight and subverted in the original Cthulhu Mythos (though may have evolved into a Necessary Weasel by now due to audience expectations). On the one hand, coming face to face with most of its horrors is a definite Oh Crap moment for most humans. On the other, most of said horrors are also too obscure for any humans who haven't studied just the right forbidden books to ever have heard of in the first place...
Lord Voldemort, "He Who Must Not Be Named." A huge part of his power is that the Wizarding World is so ludicrously afraid of him, which makes them screw up many times. It's present throughout the story, but becomes more obvious after book 4, and is taken Up to Eleven in the last book. He exploits this trope in the seventh book by jinxing his name; his followers will instantly travel to and attack anyone who speaks his name. Since only the people who don't fear him actually use his name, it's an excellent way to hunt down his most important enemies.
The Dementors who are one of the most foul creatures in the world, where ever they go the atmosphere goes cold, and the sky darkens. They thrive by draining all the happy memories of an individual, and worse can suck out their soul. They are so frighting that Harry is more afraid of them than Voldemort.
Agramon in City of Ashes is made of this trope. Of course, he is the Greater Demon of Fear within the setting and kills people by appearing to them as their greatest terror. Gets narmtastic when he appears to Jace as Clary's corpse, despite the many, many other things that would make more sense with Jace'sbackstory.
Fistandantilus gets this reaction from people. Like Voldemort above, most prefer to avoid even saying his name, calling him instead by a variety of titles, the most common of which is "Dark One" (no, not thatDark One).
Also the dragonfear, a supernatural aura surrounding dragons. It can be overcome with sufficient discipline or determination, however.
Lord Soth also qualifies, as he is nigh unkillable and can pretty much kill anyone at will with his powers. Obviously, no one even wants to try and fight him. It takes a goddess stripping away his undeath, followed by a collapsing castle, to finally end his existence.
Pavel Kazakov from the Dale Brown novel Warrior Class. A powerful Russian oilman rumoured to be a high-level Mafiya boss and druglord, even the Russian higher-ups don't dare to take him lightly.
Harry himself: It's gotten to the point where nasties rarely come to Chicago unless he's a specific part of their plans, since they know it's a bit of a death sentence, and the other Wardens are scared to attack him when they outnumber him six to one and have three members of the Senior Council with them (all three whom, Harry notes, can tie him in knots singlehandedly), and he can barely stand. At one point in Changes, when he encounters a Red Court vampire (who happens to be one of their oldest, deadliest, and most capable assassins), it panics and runs away screaming.
Opposing Harry, several recurring villains get this treatment, most notably Nicodemus, Queen Mab, the Red King and skinwalkers as a race (though mercifully, only one of those last has put in an actual appearace). Cowl, who may or may not be the series Big Bad, isn't a widely known figure, but among those who do know him he's feared as well. Word of God says that Nicodemus is absolutely terrified of Harry after their last confrontation. For those that haven't read the series, this is because Harry nearly strangled him to death with the item that makes Nicodemus immortal. As for the Red King Harry killed him in Changes by turning the Red Court's own blood curse against them. After driving the Red King insane with agony by badly wounding him.
After Changes, Molly tries to live up to Harry's reputation as the scary supernatural protector of Chicago. She succeeds.
He Who Walks Behind is one of the most powerful and feared Outsiders. Pretty impressive, since Outsiders in general are Dreaded. Harry believes that the only reason he managed to win his first fight with He Who Walks Behind is because the Outsider wasn't really trying to kill Harry, and in fact might have been training him.
Fenris the Feared in The First Law. The fear he generates is actually implied to be magical in nature. Of course even if that weren't the case, he's still gigantic, incredibly strong, and apparently invulnerable, to boot.
Then there's Black Dow and the Bloody-Nine. Children in the North break into tears when they learn the former is in their midst, and the very idea that the latter is on the opposing side has caused hardened warriors to retreat in battle.
Wesley from Andrew Vachss's Burke books. Although in the books proper he's already dead by his own hand, back in the day he was apparently the perfect killer, never seen coming and never pinned down for any of his kills. Partly because would-be rats feared that they would be next.
Tywin Lannister. His Death Glares are legendary and make warriors quiver, his ruthlessness led him to annihilate entire Noble Houses that defied him and leave their castles empty, wrecked, haunted ruins. He frequently has his own The Villain Sucks Song played when his enemies are around to make sure the message gets through. The sight of him nearly smiling sends a terrible chill down the spine of one of his sons. Summed up in the following line from A Storm of Swords:
Ser Gregor is the World's Strongest Man as well as an Ax-Crazybrute who will kill you as quickly as he'd swat a fly. The Lannisters use him as their enforcer, whether it's fighting in duels, raping and pillaging villages, or dashing an infant's head against the wall. Lord Tywin himself states, "No knight is more feared by our enemies."
Aegon the Conqueror's dragon, the largest ever recorded and one of three he used to conquer an entire continent, was Balerion, the Black Dread.
Roose Bolton consciously defies this trope, his sigil of a flayed man notwithstanding. He's a pragmatic guy who keeps his heinous acts under wraps and wants to cultivate a Villain with Good Publicity reputation. Unlike Tywin, Roose doesn't want anyone singing songs about his deeds. He also chastises his son RamsayBolton for being so blatantly evil. Only a few people such as Jaime Lannister and Theon Greyjoy get a chance to see Roose for the monster he is, and they are appropriately afraid of him.
Ramsay Bolton, however, is quickly rising in the Known Monster ranks and is gaining a reputation. Word about what he gets up to is increasingly spreading (aided by his outright abuse of his wife "Arya Stark" right in front of people who care. He's generally happy about this. Dad... not so much. See above for why.
Lord Walder Frey of the Twins is this in one very specific area. Everybody hateshis guts. But, nobody enjoys trying to bargain with him because he takes Obstructive Bureaucrat to close to Deal with the Devil levels. Practically anybody having to sign an agreement with him comes away with a distinct need to wash, as well as an urge to count their remaining silverware and a wish to leave themselves time to wonder when, exactly, the payment demand will hit and what form it's going to take. Without exception. It'd be awesome to watch him go. If he wasn't so... him.
Belgarath the sorcerer in The Belgariad is the stuff of nightmares to all Angaraks. But because of his self-effacing appearance, most don't recognize him right away. It can be quite satisfying to see how they react when they catch on. Lampshaded in the story itself when Belgarath suffers an illness that might have stripped away his powers. Everyone in the know keeps acting like everything is normal because they fear the result if the Angaraks ever realise Belgarath's lost his power. Belgarath hadn't lost his power.
In The Belgariad's sequel, The Malloreon, Belgarath's "grandson" Belgarion commands considerable amounts of respect, awe and fear himself. It might have something to do with his title. Care to cross blades with the Godslayer, anybody?
It might also have something to do with Belgarian stopping two charging armies on a battlefield by calling down a thunderstorm between them. He got in trouble. Belgarath was irritated.
Also from David Eddings, in The Tamuli series, the Delphae, better known as the Shining Ones. Due to some ancient celestial disagreements, said glow is now a warning that their very touch can kill you, and in a particularly gruesome way (the flesh melts off your bones…while you're still alive). Most Tamuls are a sophisticated sort who don't get scared easily, but they'll scream in terror and run like hell at the sight of a Delphae.
Also, Sparhawk, the hero. Something about blowing the top off a city and killing a god tends to unnerve people.
In the Legacy of the Aldenata, the combat engineers instill this trope to the Posleen. It culminates in the Posleen routing at the sight of the US Army Corps of Engineers insignia outside Fort Belvoir.
LordVile from the Skulduggery Pleasant series. Nobody knows where he came from, or who he was (Except he was a Necromancer), but he fought in the war for 3 years on the evil side. He was said to have massacred thousands. Then, one day 'he went away' and vanished. There's lots of fear and rumour around him, with everyone agreeing that he was crazy powerful. The tailor Ghastly sums it up best he can.
Ghastly: She fought both Serpine and Vengenious and beat them into reateat. "Remarkable" doesn't even begin to describe her. She was magnificent until the end
Tanith: what happened to her?
Ghastly: She made a mistake. She went up against Lord Vile [...] There was a rule we had back then: You didn't go up against Vile alone. You wait until your army is gathered behind you, you all attack together, and you hope one of you gets lucky.
Tanith: Vile was that dangerous?
Ghastly: Maybe, Maybe not. It's hard to separate the fiend from the fiction you know?
Malevolent's generals conformed to quirky miniboss standards: Serpine was the cunning, devious, underhand and stealthy one, Venginous was the Zealot who was used to try to bring back their Eldritch Abomination Gods, and Vile was his one man army of destruction used to wipe out everything in his way.
Darquesse is also made out to be this, the messiah of the Revnants except that she starts killing revnants too for the lulz. She is so powerful and threatening that every seer and psychic on the planet starts having visions of her coming to end the world. This isn't helped by the fact that Darquesse is Valkyrie's God Tier Psychopathic Alter Ego and there just so happens to be a Necromancer prophecy about one who will break the boundary between life and death by killing half the planet and a fair few necromancers think that this is about Valkyrie the effect is kind of spoiled though when we find out that Darquesse has some severe ADD tendencies such as getting distracted mid fight by a helicopter or deciding to banish an eldritch abomination because it no longer interested her.
The sixth book Death Bringer reveals that Skulldugerry is Vile, and that his uncontrollable rage drove him to want to kill everyone and everything in the world. Had the Faceless Ones been bought back he would have tried to kill them too because he was that enraged (and he probably could have done it too). and has a show down between him and a Necromancer who has been tortured into become a humanoid abomination. Vile wins and nearly kills both her and Valkyrie until Darquesse surfaces due to Valkryie putting herself in mortal danger and fights him. It ends in a stalemate. The foretold end of life has a stalemate with Vile.
While Vile currently is able to outmatch Darquesse, who is still getting the hang of her immense strength and intuitive abilities, he has reached his peak and is having to resort to cunning to win, and Darquesse is a really quick study...
Kingdom of the wicked has Valkyrie get sent to a parallel earth. One where Skulduggery never came back and as such Vile, Vengenous Serpine and Malevolent were never defeated and have claimed victory. She is about to be tortured when she thinks she hears Skulduggery coming as is horrified to see that it's Vile. Shortly afterwards she sees first hand how Vile decimated armies as he tears into the entire resistance single handedly, killing most of its top mages and his mere presence causes most of the people to flee in terror. He shrugs off everything that comes his way and impales everyone around him with shadows.
The end of the book sees a trio of 'mortals' (normal people) who were given unreal amounts of magic and are all but unstoppable. Having spent the whole book beating on Skulduggery one of them taunts him by kicking him to the ground and taking the suitcase which contains Lord Vile's Armor, which contains all of the parts of Skulduggery that ARE Lord Vile and says that he might give "whatever is in the case" to Skulduggery if he asks nicely. Except the armor starts leaking out of the case as it's made from shadows. And it opens the case itself. And falls onto Skulduggery, who transforms into Lord Vile and he shows them why he is so feared and respected
Though she does show off a couple of times against the priests of Helgrind, such as when she stops time to slaughter an entire regiment of Elite Mooks, or when she wins a telepathic duel against the High Priest of Helgrind, who had previously been able to match a dragon, its Rider, an elf, and a werecat, all at the same time.
By the middle of the war with Haven, the primary heroine of the Honor Harrington series became THE boogeyman to the navy and political leadership of the People's Republic. Pierre ruefully admits that half his analysts believe her being present at most of the critical confrontations between Haven and Manticore over the preceding decade, and winning them (even after apparently being killed in one of them), is due to pure chance. The other half (working for a dictatorship that is ideologically atheist) believe she's in league with the Devil.
The Hunter from Septimus Heap is mostly described as an efficient and dreaded hitman.
The Elfstones of Shannara by Terry Brooks. Allanon is this to the demons. When he finally kills the Dagda Mor in combat, the only thing holding the demonic army back from slaughtering the elves and their allies is their absolute fear of Allanon. This forces Allanon to pretend as though nothing's wrong, mount his horse and ride back across the entire battlefield to his side's lines without giving away the fact he's so drained of power and strength he's functioning on willpower alone.
Subverted and invoked about Venandakatra the Vile in Belisarius Series. The book points out that if people were really scared of him (rather then his mooks) they would call him "the terrible" or "the cruel". Instead they call him the Vile.
Ferro, leader of the Disciples of Strength, is this to the heroes, who (especially Elin) are terrified of running into him. Which stands to reason, as he's the leader of a group already notorious for their viciousness and lack of empathy and it's said Ferro takes these traits Up to Eleven.
Fear is this by virtue of inspiring its namesake in anyone it draws near, as August can attest to.