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 Ripliad 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.
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.
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 Cold Days, we get to meet Sarissa, a Winter Court changeling who has the job of making sure Mab, the Winter Queen, doesn't lose touch with humanity and the mortal world. This means taking the Queen of Air and Darkness to rock concerts and ice rinks, and going shopping, clubbing and dining out. Or as Harry put it:
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.
Machiavelli is literally out shopping in his first appearance in the second book. Specifically, he's at an art auction.
This trope is the premise of Jeffrey Brown's Darth Vader And Son and the sort-of-sequel Vaders Little Princess. The books are humorous and present Vader as a Bumbling Dad trying his best to raise Luke (shown as a child) and Leia (shown as a Bratty Teenage Daughter). The humor of the various cartoons is based around references to the Trilogy and Prequels, and there's the occasional implication that Vader is still a galaxy-conquering Evil Overlord when not involved with his parenting.
In Please Don't Tell My Parents I'm a Supervillain, every weekend the villains shut down Chinatown to throw a huge party. Mostly, it still looks like Chinatown, just with more magic and superscience. There are still food sellers and gambling and boxing matches, it's just that the guy selling the food is an enchanted marionette, the gamblers have each individually nearly taken over the world multiple times, and the boxers are a humanoid bull and a giant metal guy.
The Bogey from the May Bird series is Bo Cleevil's main henchman who sucks dissidents into nothing, but he also hosts disco parties in the book's equivalent of Hell and has gotten his nickname "The Boogieman" from how well he dances.