In the second Thursday Next book, Lost In A Good Book, Aornis Hades, the sister of the last book's Big Bad, is followed to find out her Evil Plan. The report on her finds her actually shopping for clothes in Topshop, and stopping for coffee and carrot cake.
The Villain Sucks Song, Moritat (also known as Mack the Knife) from the Threepenny Opera is an example of this - Macheath is introduced calmly strolling on the street a song detailing his various horrible crimes play calmly in the background. This is especially true in the film from the 1930s, where he actually takes time to admire his wanted poster and listen to the song, behaving without a care in the world.
In The Phantom of the Opera, we have a literal case of the villain out shopping. The Persian goes down to Erik's lair to confront him about kidnapping Christine. Erik, in turn, has an affable, almost normal conversation about the little things he's picked up for his captive darling.
In the Tom Ripley series, the Affably Evil protagonist spends his free time painting for fun, gardening, and chatting with his adoring housekeeper.
Something of a subversion. In The Thrawn Trilogy, the viewpoint character, Captain Pellaeon, walks in on his Grand Admiral looking over his art collection, both holographic and real. Several times. But then, studying art is how Thrawn picks up on the psychology of his enemies, so it's not as innocuous an activity as it seems
By that point, you really have to stretch to call him a villain, but in the Hand Of Thrawn duology, the Supreme Commander of the Imperial Remnant, Pellaeon, spends most of both books waiting for the New Republic's answer, and at one point, the book cuts in on him playing an AT-AT simulator with a subordinate, because it's enough of a change from his usual duties that he can enjoy it. And, he adds, because it gives him a better idea of an AT-AT's capabilities, so he can command them better.
In Tom Clancy's Red Rabbit, the protagonist, CIA Station Chief Ed Foley, is talking about Ice Hockey to a fellow traveler on the Moscow Metro, and he wonders if the person is a KGB agent. He is unsure since the person seems to be such a fan, until he realizes that there are probably many KGB agents who are ice hockey fans.
In Soon I Will Be Invincible, Villain Protagonist Dr. Impossible goes incognito to his archnemesis' funeral, then spends some times relaxing at a local Starbucks. Which is right where he's sitting when the local superteam finds him, leading to a knock-down, drag-out brawl (which he wins, despite being unprepared).
Hannibal Lecter goes shopping upon his return to the United States in Hannibal. He stocks a picnic basket with fine china, high-end silverware, elegant damask napkins, and a cranial saw with skull key.
American Psycho: Patrick Bateman has to return some videotapes.
In East of Eden, Cathy, whom John Steinbeck describes as "a monster born to human parents", goes to church to see her son be an altar boy, and reads Alice in Wonderland.
Night Watch, seeing the nature of mostantagonists. Anton has to explain to his apprentice Svetlana (who, like most rookie Watchers, is a bit overzealous and has troubles coping with the Enforced Cold War between Light and Dark) that yes, a Dark Mage next table has a right to spend a night in a restaurant with his human family, just as they two do, and that no, they cannot intervene unless he actually does something evil.
In the next book another Dark Mage is late to a briefing with the Big Bad because he was...feeding ducks.
Later on, after Anton partakes in a friendly game of soccer with some random humans to take his mind off his current mission, he muses that he can just as easily picture a Dark One doing the same thing, especially if an old and experienced one, who's got satiated with the more sumptuous pleasures and comes to appreciate the simple ones.
In The Dresden Files, the current Merlin of the Council, Arthur Langtry is an antagonistic Jerkass rather than an outright villain, but he is set up as a consummate politician and extremely powerful wizard who can stop armies of vampires in their tracks with a flick of his wrist. This makes Dresden somewhat nonplussed when he sees the Merlin making himself a sandwich between Council debates.
In Warrior Cats, Tigerstar spends quite a lot of time hanging out with pretty she-cats. Meanwhile, Magnificent Bastard Sol has a meet and greet with the heroes in The Forgotten Warrior.
In A Song of Ice and Fire, you maybe spot Raff the Sweetling splashing around in a stream, with a girl on his shoulders, facing a similar pair, just having fun. Or you might see him shoving a spear in a crippled kid's throat. Guess it depends on his mood.
