Tom the Dark Lord

The villain is a universe-destroying, child-killing, virgin-raping douche and his name is Steve. Generally played for laughs, Tom the Dark Lord is when a character that's evil doesn't have a particularly evil name. In fact, this could effectively be used as Nightmare Fuel if you have the character human and a Complete Monster. Tom the Dark Lord sometimes goes hand in hand with Embarrassing First Name, but not always. Bonus points if it manages to be meaningful or ironic. Contrast with Names to Run Away From Really Fast, which is about evil people with obviously evil names. See also Fluffy the Terrible which is about vicious animals and beasts with cutesy names.

Anime And Manga

 * Adam, known by his more feared nickname "the Millenium Earl" in D Gray Man?

Comic Books

 * In the original V for Vendetta comics, Adam Susan definitely counts. However, in the film, it sorta counts, but not quite because while he's still named Adam, his surname has been changed to make him Adam Sutler.

Fan Fiction

 * In fanon (or whatever), Ron the Death Eater.

Films -- Animated
"Boingo: Dolph, tie up the brat; Liesel, hold the book; Vincent, get the truck; and Keith... darn it, change your name, please. That's not scary and I'm embarrassed to say it. Boris, try that. Keith, ya know? Oooo Watch out for Keith!/"
 * In Hoodwinked, the villian, Boingo the Bunny, berates his Mook Keith.


 * Which is ironic, considering the name "Boingo".
 * In Lilo and Stitch, the main villain is a rodent-like alien named Dr. Hamsterviel, often mispronounced to sound like the not-very-threatening Hamsterwheel.

Films -- Live-Action

 * Freddy from A Nightmare On Elm Street.
 * Jason, too.
 * How about Kung Pow Enter the Fist, where as the evil kung fu master demands to be called 'Betty'?

Literature

 * Trope Namer: Voldemort from Harry Potter. His real name is Tom Riddle. He hates it, in part because of this trope - though more accurately it's because it's not very interesting or unique, rather than not very evil.
 * The Death Eater who betrayed Harry's parents to Voldemort was named "Peter".
 * From Discworld: Dr. Hix, the University totally-not-a-necromancer, whose real name is actually Hicks. However, he's not really a threat, as his acts of evil fall squarely into Poke the Poodle territory by university statute.
 * There is also the horse of Death, who would not be seen as nearly as ominous if more people knew his name was Binky.
 * Randall Flagg from The Stand and The Dark Tower books by Stephen King. Even better, that's not even his real name. His real name is Walter Padick, and has been known as Walter o' Dim in the past. Real intimidating...
 * The Saga of Darren Shan has the evil, revealed at the end of book 9 to be  . Justified in that.
 * The Empire of the East contains a partial example: the Emperor of All the East is a rather ordinary-looking man named John. It's a partial example because his surname is the rather ominous-sounding "Ominor."
 * In Good Omens the eleven-year-old Antichrist is named Adam.
 * In E. E. "Doc" Smith's Triplanetary, the human characters are menaced by an Abusive Precursor who introduces himself as "Roger". That's not his real name (it's Gharlane), but still it's oddly funny to have the crew of the Boise stumble across him on a random planet and go "Oh Crap, it's Roger!".

Live Action TV

 * A minor villain from the third season of Lexx had the name Fifi. It's worth mentioning that this villain is male.
 * Among the Big Bads of Buffy the Vampire Slayer there are Richard Wilkins III (The Mayor) and Adam. Also in Buffy, there is The Trio, consisting of three generally pathetic guys whose lair is a basement. Their names are Jonathan, Andrew and Warren.
 * John Sheppard of Stargate Atlantis played this trope with the Wraith whether they wanted it or not, which gave us such villains as Steve, Michael, Bob, Todd and Kenny.
 * BOB, also known as "Killer BOB", the Big Bad of Twin Peaks.

Tabletop Games

 * Bob, Lord of Evil

Video Games

 * The most significant villain in Final Fantasy X is named Seymour. The name's not treated as embarrassing in the story, it's not a completely plain name even if it is in use in real life, and it's not an ironically cute name. But it probably still fits this trope.
 * It's probably worth mentioning that in Japan Western names are considered exotic in much the same way that Eastern names are in the US. The renaming of Tina to Terra in Final Fantasy VI was a way to avert this; in the case of Final Fantasy X they simply may not have cared. In addition, Seymour's initial appearances are benign, and a clear villain name would have spoiled the surprise later.
 * Fleming, Lord of the Demons from Shadows of the Damned.
 * In the Mass Effect series, The Illusive Man-the leader of the pro-human rogue paramilitary group Cerberus and part of the Big Bad Ensemble with Harbinger in Mass Effect 3- never has his name revealed in-game. However, if you read the tie in comics, it's revealed that his name is actually

Web Comics
"Jamilla: Wait, Kevin?
 * From Looking for Group, there is a character whose titles include "Chief Warlock of the Brothers of Darkness, Lord of the Thirteen Hells, Master of the Bones, Emperor of the Black, Lord of the Undead, King of the Dance, Mistress of Magma (he's a... man... he's undead, but he was a man in life) and mayor of a little village up the coast (read that as "village of flesh-eating, undead hell-beasts in humanoid form")." The character's name? Richard. This is constantly mocked in the comic. The protagonist Cale is fond of referring to him as Dick just to get on his nerves.
 * In Sluggy Freelance we have "Chaz," an unstoppable sword also known as the Unholy Evil Death Bringer, forged in the most insidious of flame by the blacksmith known only as... Bob.
 * Exterminatus Now gives us the Conspirator, Greater Daemon of the Patterner...Kevin.

Kevin: "Kevin" is not my real name, since that is unpronounceable in your feeble mortal tongue. If you were able to pronounce it, the skies themselves would shatter!

Morth: Actually, it is his real name.

Kevin: Oh, just tell everybody why don't you!"

Western Animation

 * Phineas and Ferb's Dr Doofenschmirtz is often called Dr. Doof.
 * Doof started an Evil League called the League Of Villainous Evildoers Maniacally United For Frightening Investment in Naughtiness. Or as it's better known, L.O.V.E.M.U.F.F.I.N.
 * Before Phineas and Ferb, there was a League Of Villainous Evildoers featured in one episode of The Life and Times of Juniper Lee.
 * Another Phineas and Ferb one: Khaka Peu Peu.
 * Galactic Overlord Mitch. Some people call him "Big Mitch".
 * Yin Yang Yo has Carl the Evil Cockroach Wizard.
 * In Dave the Barbarian, there is Chuckles the silly piggy.
 * Simon from Trollz.
 * At the third Jimmy Timmy Power Hour, there was a male villain named "Shirley".
 * Poof's anti-fairy counterpart hated being named Foop.
 * The Super Hero Squad Show once had a villain mocked by MODOK and the Abomination for being named "Pete". No, he's not Disney's Black Pete.