Mage in Manhattan

Not involving J-Lo in any way, unless she's playing the person doing it, a Mage In Manhattan situation where an evil character from a fantasy dimension enters our own with the intent of causing destruction. Hilarity ensues. Villains Blend in Better, but they do still want to Take Over the World, so such an appearance has a tendency to blast any masquerade to pieces.

Compare Welcome to The Real World, Refugee From TV Land. Usually involves Save Both Worlds. Not to be confused with Urban Fantasy.

Anime and Manga

 * Digimon. Happened at least once a season, and once in reverse with Kurata.

Comic Books

 * Inverted in Bill Willingham's Fables, in which fairy tale characters have fled from their magical homelands, which were conquered by the evil Adversary, to the mundane world, with most settling in New York. The Mundies never notice, because they think they are marching young Republicans.
 * The DCU villainess the Queen of Fables is the Wicked Stepmother from "Snow White and The Seven Dwarfs". The twist is that in The DCU, (a bloodier version of) the events of the fairytale actually happened, but then Snow White used a magic book to Ret-Gone the whole thing into fiction, so the Queen is also a sort of Sealed Evil in A Can. When the magic book is reopened, the Queen takes over Manhattan and becomes convinced that Wonder Woman is Snow White.
 * There is also Brother Grimm, King of Eastwind, who antagonizes Flash and lusts after Flash's wife, Linda Park West. He has similar powers to the Queen of Fables, and can somehow detect and attack someone who is using Super Speed, making him a tough foe for Flash to face.
 * in Watchmen, or that's what would have you believe.
 * Red Sonja's enemy, the evil wizard Kulan Gath, attempted to conquer Marvel Comics version of New York City in an issue of Marvel Team-Up in the 1970s. Spider-Man and Red Sonja (in Mary Jane Watson's body) managed to drive him back. He tried again in 2007, brainwashing the population and remaking the city as a bronze-age nightmare.

Film

 * Queen Narissa from Enchanted.
 * Borderline example in Mirror Mask:.
 * In the So Bad It's Good Beastmaster II: Through the Portal of Time, Evil Overlord Arklon finds his way into 1980s Los Angeles and proceeds to live it up.
 * In the Super Mario Brothers movie, Koopa zips over to our universe with an army of Goombas armed with Devo guns to chimpify some locals and take back "their" world.
 * General Zod and his minions Ursa and Non in Superman II.
 * Shiwan Khan in The Shadow.
 * Gargamel in The Smurfs.

Literature

 * The climactic, gives-you-chills-every-time end battle from So You Want to Be a Wizard.
 * To elaborate and oversimplify, the Lone Power comes to New York and tries to turn it evil. When they try to stop It, It
 * It helps that they have the canonical copy of reality in book form as their weapon.
 * Older Than Radio in that it occurs in Chapter 8 of the early Time Travel children's novel The Story of the Amulet by E Nesbit: a queen from ancient Babylon (who doesn't have magical powers, though they do exist in the novel) ends up in "modern" (1900s) London.
 * A lift of this occurs in the Narnia prequel, The Magician's Nephew when the wicked Jadis (a.k.a. the White Witch) invades London (of roughly the same time period as The Story of the Amulet). Or at least she tries. Magic is inherent to a dimension here, and so she had no power in our world - but did have Super Strength. She threatens to invade our world in The Lion, The Witch and the Wardrobe, but that's a clear bluff.
 * Mercedes Lackey's modern fantasies usually involve some version of this, with the monster usually being one of the Unseleighe Sidhe (Dark Court Elves). Most representative of this trope is Mad Maudlin, in which Aerune, self-styled Lord of Death and Pain, tries to open a Nexus to Underhill in Central Park and a Sidhe driven mad by the presence of cold iron turns into a literal Bloody Mary, murdering people left and right.
 * The climax of Blood & Iron by Elizabeth Bear.
 * The Fair Folk in The Science of Discworld II: The Globe and the Auditors in The Science of Discworld III: Darwin's Watch. Both set to slow down human progress so that we can't create a colony ship before the world becomes a giant snowball again.
 * A large part of the series Everworld: Loki's dream is to use Senna's powers to transport himself and the other gods back to this world to escape from Ka Anor. Given gods like Huitzilopoctli, who eats thousands of human hearts in a sitting, Nightmare Fuel may ensue.
 * Of course, this is.
 * Bluebeard (Caster) form Fate/Zero, so much so that the supervisor temperately put the war on hold and offered a reward of an extra command seal to who ever killed him. Then he summoned a giant monster made of slugs and the JSDF called in some F-15Js'. Somehow The Masquerade survived.
 * In The Chronicles of Narnia, Jadis comes to England around 1900 and wreaks havoc trying to Take Over the World. This is one of the few examples where the Narnia books have any adventurous incidents of any kind taking place in the world of Earth. Once she discovers Narnia, her attention mostly remains there.
 * Queen Redd arrives on Earth in Seeing Redd, the sequel to The Looking Glass Wars.

Live Action TV

 * The Tenth Kingdom: The first nine kingdoms are all typical fairy tale places, while the legendary "Tenth Kingdom" is New York.
 * In the famous Czech fairy tale TV series Arabela (1979-81) (Western Germany title: "Arabella, die Märchenbraut", Eastern Germany title: "Die schöne Arabella und der Zauberer"), not only do characters and villains from the Fairy Tale reality enter the Real World and spread chaos there with their magic and strange ways, the sorcerous villains even take modern inventions (and ideas), like cars, back into their own reality which runs on fairy tale tropes, install themselves as new rulers, and start a reign of tyranny by banning, on pain of death, all things magical, including racism against non-human "magical" races. With hilarious results.
 * Ace Lightning, although the villains in question come from a video game rather than a fantasy dimension.
 * Charmed has an example in the "Evil Enchantress" clone of Paige from the S4 episode, appropriately titled "Paige from the Past."
 * Subverted on Buffy the Vampire Slayer. One would assume this is why Glory came to this world from her original Hell dimension, but actually she's been exiled and just wants to return home. Though, this would probably destroy this and many other worlds in the process...
 * In the last two seasons of Stargate SG 1, Ba'al takes to hiding on earth as a businessman. He seems to develop quite a fondness for Earth culture, especially in Continuum where he contacts the President of the United States via a cell phone he had brought with him.

Video Games

 * At the climax of Viewtiful Joe 2, the villain  escapes from Movie Land with the power of the Rainbow Oscars, resulting in a final showdown at an awards ceremony.
 * Subverted in that.
 * Inverted and played literally in Dungeon Fighter Online. The Mage class's backstory starts her off being chased down by evil acolytes in Brooklyn, leading to Central Park, where the Mage eventually finds her way into the world that the game takes place in.

Web Original

 * Extremely commonplace in the first book of Dimension Heroes, with evil Dark Overlord Clonar and his various brainwashed minions crossing over from Creturia to Earth in order to conquer it.
 * The base premise of this blog

Western Animation

 * Debatably, King Koopa from Super Mario Bros Super Show. His intent wasn't to destroy Brooklyn, though. Just simply conquer it.
 * And arguably the same deal in The Movie.
 * Semi interestingly done in Scooby Doo and the Cyber Chase, where the evil character who enters the 'real world' is a computer virus. Who then chases the characters into another game, and then proceeds to cause havoc in each level of the video game world.