These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Cry for the Devil: It would be wrong to show any sympathy for any of the darklords (if they were capable of redemption, they would not be darklords), but some did, indeed, have tragic pasts. A few notable examples:
Hazlik was once a member of a tyrannical society of wizards, but was really no worse than the typical member. But when he was framed for rape by his rival, he was stripped of his position and all his possessions, forcibly marked with tattoos that only women wear, and exiled with a warning that they not only had the right, but a legal obligation, to kill him on sight if he ever showed his face. In revenge, he killed his rival by ambush, cut his heart out, fed it to the woman he had been accused of raping, and then murdered her as well, thus crossing the line and causing him to be drawn into Ravenloft.
Esan the Mad of Vechor was a benign wizard who opposed evil, until he was taken prisoner by the cruel tyrant Iuz the Old. Esan told Iuz, to paraphrase, that Evil Cannot Comprehend Good; Iuz agreed, and in order to learn more, bound a demonic spirit to Esanís soul. How much Iuz learned from this is unknown, but Esan was slowly driven mad by the demon, and trying to find a cure by using technology and studying spirit magic only made it worse, driving him Axe Crazy and causing him to commit horrendous acts, eventually drawing him into Ravenloft.
The best example may be Sir Tristen Hiregaard of Nova Vaasa. He never really did anything wrong his entire life. The curse that turns him into the murderous madman Malken was inherited from his cruel father. (Of course, technically, Malken is the true darklord of Nova Vaasa, not Hiregaard, and he is a different entity entirely. And killing Hiregaard would not kill Malken; if that happened, the curse would be passed to Hiregaardís eldest son. Short of killing every male member of the family, Word of God mentions that Malken can be laid to rest if his current host was slain by a woman who truly loved him.)
I Am Not Shazam: The product line is called "Ravenloft", but the place is called "the Land of Mists" by those of its inhabitants who actually call it something other than "the world". To them, "Ravenloft" is just a big old castle in Barovia. Those elsewhere in the multiverse that know anything about it call it the "Demiplane of Dread".
Moral Event Horizon: The setting has an official term for one of these — an "Act of Ultimate Darkness", which is a requirement for becoming one of the setting's dreaded Darklords — a near-perfect blend of hypocrisy, depravity, cruelty, and selfishness. The clincher, though, is absolute refusal to acknowledge that what they did was wrong. Indeed, that's part of The Punishment for Darklords — that if they worked up the moral strength to admit that what they have done is inexcusable and that they reaped what they sowed, their curse would be moot. Then again, the books say that if they were the sorts of people who'd be able to do that, they would never have become Darklords in the first place. Notable examples include:
Count Strahd Von Zarovich's murder of his brother Sergei over Tatyana, the woman both men loved, on their wedding day, leading to Tatyana throwing herself off the wall of Ravenloft as Strahd pursued her.
Lord Soth committed several major acts that would qualify as Acts of Ultimate Darkness:
He and his first wife, Lady Korrine of Gladria, had been trying to produce a son to be his heir, and Korrine had consulted a witch about the problem, who had agreed to help them, but had warned her that the child would be a representation of Soth's soul. Unfortunately, Korrine didn't know about the bad shit that her husband had done, including ordering the murders of his half-brother and sister by his seneschal Caradoc, else she would have known what would eventually transpire of the birth and would be of a mind to curse the witch. When she gave birth to the son in question, it had a face similar to that of dragon-kin with two arms on one side and a leg on the other, with the last leg placed at the bottom of the buttocks as if it were a tail. To say that Soth was pissed about this was a massive understatement, and thinking that she had cheated on him with some kind of demon, Soth murdered both Korrine and the monstrous child.
After marrying a second wife named Isolde he set out on a quest to stop the Kingpriest from unleashing the Cataclysm upon Krynn by forcing the Rod of Omniscient Wisdom into his hands (according to Isolde's vision, it would take many tries, and each time he was killed, he'd rise with greater power) in return for redemption. When Soth and the thirteen knights with him found the Rod, he left his soul due to the curse on the coffer, and was now a type of Lich, with his soul residing in the coffer like a phylactery, astrally projecting into his body, and unaware of this new state. On his way to Istar, he came across three elf-maids who proceeded to poison his mind about Isolde, telling him lies about her infidelity and saying that she had sent him on this quest to die in order to get rid of him. Soth got pissed again, returned home and confronted his wife just as the Cataclysm began. A chandelier fell on Isolde and their newborn son, and she begged for him to save their son, but Soth stopped himself from doing so, so as to prevent his own son from growing up as he himself had. With her final breath, Isolde cursed him to live the lifetime of every soul that he had caused to die on that day, and as Soth's keep burned down, Soth became a Death Knight, and his retainers became undead.
Azalin Rex's execution of his own son after catching him freeing political prisoners.
Lord Wilfred Godefroy beat his wife and daughter to death with his walking stick because his wife hadn't given him the son he wanted.
Harkon Lukas abusing his position of the "Grandfather Wolf" in order to bring civilization to his homelands, driving out his own people in the process. Interestingly, the Act wasn't enough to catapult him to Darklord-dom; rather, it was using the colonists as a food source, which isn't normally a powers-check worthy act for wolfweres-rather, it was the betrayal of trust.
My Real Daddy: Malus Sceleris's original write-up was simultaneously a one-dimensional Captain Planet-esque "pollution villain" with no real curse and an inferior rip-off of the Borca Darklords. Later writers are responsible for everything about him that makes him unique and compelling, including his backstory, his motivations, and his realm being larger than a single city with no reliable trading partners.
Tristen ApBlanc isn't too well regarded by fans, who regard him as one of the most ridiculous and stupidly complicated of the Darklords. The fact his domain is almost solely empty of everything besides Goblyns and beasts (as well as conveniently small and out-of-the-way) means most simply avoid Forlorn, in universe and out.
The Arthaus Gazetteer entry for Forlorn attempts to undo some of this by adding a modest population of humans— many who are druids trying to undo the damage the goblyns do— and a third faction of baddies (an evil druid circle of treants), as well as having possibly-desirable resources to harvest in the plants.
The darklord Death's domain is nigh-unusable due to that it's surrounded by a barrier that kills and reanimates the victims into an undead monster under Death's control. In general, he is seen as an inferior spin-off villain to Azalin.