The protagonist of the eponymous Bomb Queen is a supervillainess-turned-Evil Overlord. There are no apparent efforts to justify a Sympathetic P.O.V. In the beginning it showed her character in a more humorous light, but now there is no doubt that she is a monster (she crushes Obama's nuts just for fun in the latest volume, murders all of her "friends", and rapes George Bush. Her actions would make Johan Liebert blush)
Mark Millar's Wanted, clearly, since nearly all of the main characters are stand-ins for DC supervillains. Beyond the shadow of a doubt, most of those guys (including the protagonist) were too busy accelerating past the Moral Event Horizon to take notice of how they crossed it years ago. And they're still going faster.
A lot of DC villains get this treatment.
The Joker had his own short-lived series back in the '70s in which he cheerfully offed various other characters.
Eclipso, a B-squad villain upgraded in a Crisis Crossover to the God of Vengeance, was the narrator and main villain in said crossover, "The Darkness Within", after which he was given his own series which lasted nearly two years.
The seven issue miniseries Empire centers around a Doctor Doom-esque protagonist finalizing his conquest of the Earth, and dealing with the question "what next?"
Etrigan, the titular Demon of DC comics, manages at least in his own series to have you rooting for him despite being Exactly What It Says on the Tin. He remains a sympathetic protagonist mainly by frequently allying himself with more, y'know, heroic heroes against demons who are either even worse than Etrigan, or who at least have more immediate actively evil plans in motion.
In the original comic book version of The Mask, the central character (who is called "Bighead", because most people don't know he's wearing a mask) is a sociopathic serial murderer, akin to The Joker given powers (which got even scarier in the Joker Mask miniseries, where this actually happened). Let's just say that in the comics, the early scene in the movie where the Mask shoved mufflers up the asses of the mechanics who ripped him off would have involved a lot of red ink being used in the coloring process. Very often, the actual people wearing the mask are treated as little more than hosts whose bodies are being used to commit Bighead's comedic killing sprees... and they'll still gladly kill each other for the chance to wear it.
One wearer of the mask was a little girl (in 5th grade or something) who was bullied at school, and so when she puts the mask on (a dream come true for her) she goes to a school party and burns the school down.
Teknophage, a short-lived comic by forgotten mid-90's publisher Tekno Comix, was a story about a 65 million year old, reptilian, Steam PunkDimension Lord / Magnificent Bastard who fed strife, misery, and tyranny merely to enjoy the chance to eat the souls of those with the killer instinct to struggle against him. Nominally, the comics were about the people trying to stop him, but everyone knew who to root for.
The eponymous Lord Havok and the Extremists are all deadly supervillains bent on dominating the world that denied them... and are in fact portrayed much more sympathetically than the "heroic" Americommando, who is inarguably a danger to all around him. Lord Havok in particular is given a heartbreaking Start of Darkness.
Hunter Rose, the original Grendel, was an assassin/crimelord who did a lot of bad stuff for kicks and giggles. The later Grendels were more Anti Heroes, fighting against even worse individuals, particularly Japanese Kabuki Vampire Tujiro XIV.
Deadpool, the lovable Fourth Wall-breaking psychotic killer. He'll be rambling on, leaning on the fourth wall hard enough to break it -then he sees his target and its blood'n'guts time.
According to Word of God, the Legion of 3 Worlds miniseries is focused on its main villain Superboy-Prime.
Diabolik, the eponymous hero of the long-running Italian comic series. He is a ruthlessly violent jewel-thief who indifferently kidnaps, tortures, brainwashes and kills the innocent and guilty alike. His lover/partner-in-crime Eva Kant happily assists with all of the above, and throws obsessive sexual jealousy into the mix.
Incognito's main character, Zack Overkill, is an ex-super villain who got put into a witness protection program. He does do some heroic acts in secret, but only for selfish reasons.
Secret Six: It has Bane, the man who broke the Bat, Scandal Savage, the psychotic daughter of the first murderer, and Ragdoll, who is just freaky. Add to that Catman (an honorable but crazy hired killer), Deadshot (a sociopathic hitman) and an actual freakin' Banshee and you know this is not a team of nice people. Nice to look at, sure, but not nice. Definitely not nice.
The DCU villain Kobra, the Mad Scientist leader of a Religion of Evil, was originally introduced in an eponymous comic series that followed his efforts to Take Over the World, which were invariably foiled by his good twin brother. The series was cancelled after just seven issues (but Kobra would return).
RISE, KRAKEN! is a comic about a Cobra / SPECTRE-like global organization "with the stated goal of raising a giant sea creature that will rule the world by iron fist and slimy tentacle", and what kind of person joins up to build lasers on the Moon and get beaten up by the heroes. The protagonist discovers that most of the people involved aren't in it For the Evulz, but to advance their own possibly more reasonable agendas.
There was a Marvel mini-series called Deadly Foes of Spider-Man was that was like this. The series focused on the Sinister Syndicate (a villain team made up of guys usually thought of as Ineffectual Sympathetic Villains and actually gave them complex personalities, motivations, and in one case, a love interest. Spider-Man was a Hero Antagonist through the whole thing. Unfortunately, the story ended up with the villains splitting into two factions and an Enemy Civil War breaking out, where ultimately, the only real winner was the Kingpin, the guy who had been funding them.
They had a sequel called Lethal Foes of Spider Man, but while it still fit the Trope, all it really did this time was show how incompetent the villains were. It started with a gang of them (some from the previous series) stealing a powerful weapon, then progressed to two gangs of them fighting over it, and finally to an every-man-for-himself fight over it with Spidey caught in the middle. At the end, Spidey was the last one standing, looking at the dozen super-villains who had pummeled themselves unconscious (wrecking the whole neighborhood in the process) and wondering just what the Hell the whole point of the whole thing had been.
The Superior Foes of Spider-Man is a more comedic take on this, starring an iteration of the Sinister Six composed of five C-Listers as they simply try to make it through their lives while still trying to get paid/not get killed.
Daken in his own ongoing. It's made pretty clear he is not a good person (He kills people for kicks after all), but he is charismatic though.
Most iterations of the Thunderbolts, although how villainous they are depends on the iteration and the villains involved.
Chaos! Comics, a horror comics company whose heyday was in the '90s, specialized in villain protagonists.
Their most successful "hero" and a downright extreme example of this trope was Lady Death, who in her first story won over a boy who had suffered severe child abuse with promises of love and then coaxed him into going on a killing spree. After seizing the opportunity to turn him into the "super-zombie" Evil Ernie, she encouraged him to wipe out the entire human race, all just to free her from a curse that kept her from returning to Earth. Over the course of his various mini-series Evil Ernie did indeed succeed in wiping out millions through hijacked nuclear bombs and his own zombie plague. Unsurprisingly, Lady Death softened up quite a bit even before Chaos! went under and more when she was licensed out to other companies; at least there was no more goading abuse victims into committing genocide.
Although he was given a sympathetic backstory, Evil Ernie remained a classic example of this all through the Chaos! days. Most of his mini-series began with him brutally slaughtering the populace of an entire city (one story started off just after he had killed the people of Manhattan single-handedly over the period of several months), and then having to ward off attacks from his Rogues Gallery, people who would be considered the protagonists in your typical Zombie Apocalypse story, or from someone who was the villain by default. One mini-series, War of the Dead, was about his attempts to wipe out humanity by hijacking the United States' nuclear arsenal.
As of June 2013, Larfleeze is likewise getting his own series.
Paperinik (a Donald Duck alter-ego created in Italy) had no problem committing thefts and fighting the police to get revenge on who wronged him in his early stories. He however evolved into a much more heroic character with time, especially in Paperinik New Adventures.
Dredd himself can be like this, although it's a case of Depending on the Writer. Some of the antagonists can be downright heroic compared to Dredd, such as the Democracy Now! storyline, but he does often go up against villains such as the Dark Judges and P.J.Maybe.
Some stories feature Judge Death as the protagonist, as he goes around murdering everything in sight on his quest to destroy the human race.
Elusive psychopathic serial killer PJ Maybe is the focus character of quite a lot of the stories he appears in.
"The Salesman Is Always Right", in which the Salesman is revealed at the end to have come to murder the woman he strikes up a conversation with.
"Rats" centers on an escaped Nazi war criminal who is living incognito in the United States, and reminisces about all the people he murdered during the war.
IPC/Fleetway loved this trope:
Max from the Eagle/Scream! comic strip 'The Thirteenth Floor'. Admittedly he straddled the line between Anti-Hero and Villain Protagonist, a computer AI designed to protect and care for the tenants of the block of flats he was installed in, punishing (and several times accidentally killing) those who would harm them. He was often portrayed as a straight hero but was initially given several moments where his actions backfired horribly (once getting one of his favorite tenants accused of a murder Max had committed), and was opposed by several openly heroic characters. Later on however he started to get into more action based scenarios and became a straight Guile Hero, with the whole 'multiple homicide' thing brushed under the carpet.
Valiant had "Charlie Peace", a Victorian criminal (although less villainous than the historical Charles Peace) and "The Prisoner of Zenga", about a robot which was uploaded with the mind of a murderer.
The shortlived Jet had "Von Hoffman's Invasion", about a Nazi Mad Scientist launching a one-man war on the UK and "The Dwarf" about a diminutive archcriminal.
Lion had "The Spider", who started out as "The King of Crooks" before having a HeelFace Turn, and "Secrets of the Demon Dwarf" (not to be confused with the above Dwarf).
A more comedic example, Wham! had "Grimly Feendish, the Rottenest Crook in the World", who started out as the antagonist of "Eagle Eye, Junior Spy" before getting his own strip.
Terror, Inc. was a Marvel Comic centered around a hitman who could copy the abilities of others by ripping off their limbs and grafting them to his own body. Yes.
Disney Ducks Comic Universe: There are some stories that feature the Beagle Boys, Magica DeSpell, or any of the Ducks' other enemies as the main characters as they try to figure out new schemes to best the Ducks. Some writers may even treat Scrooge himself as a villain whenever they have him play the Corrupt Corporate Executive part straight.
EC Comics: The thriller comics generally had a very specific formula which consisted of a poor excuse of a human being committing murder or something equally horrible in the first part, only to meet their grisly fate in the second part at the hands of either their former victims or some other malefactor.
Raptors: Drago and Camilla Molina are vampire twins that hunt their treacherous kind in revenge for their parent's murder. With that said, they completely embrace their predatory instincts as vampires and prey on mankind as they carry out their revenge. Though one could say that Vicky Lenore is the actual protagonist, the Molina twins actually carry the plot.