Feudal Overlord

If your story is set in the medieval or early modern period, and if its geographical scope is closer to a town or county than a kingdom or empire, then the villain of choice for you is the Feudal Overlord. This sinister noble rules over villagers and peasants with an iron fist, being surrounded by a guard of armed Mooks that enforce his oppressive taxes and get hold of beautiful maidens that have caught the lord's eye. He may have to answer for his acts to a higher authority such as a King, but either the king will also be evil, or he will be distant and unaware of the sufferings of the commoners. Therefore the Feudal Overlord will have effectively unchecked authority over the region, and will of course use it for his benefit and pleasure.

At least, unless he goes too far, and La Résistance takes arms...

Historical examples of this trope are a main reason why Aristocrats Are Evil. See also Corrupt Hick, which is a modern Deep South equivalent. Can also feature in the Feudal Future, if travel is limited.

Anime and Manga

Duke Rastar in Record of Lodoss War: Chronicles of the Heroic Knight is a minor villain who's collaborating with the Big Bad.

Comic Books

Baron Luthor in the medieval Elseworld comic Superman: Kal.

Film

Lord Farquaad in Shrek, who, on top of everything, wants to make the transition to full-blown king.

Literature

The villains Zorro fights against are of this kind as well.
Honor Harrington as Stadtholder of Grayson is a good example.
As are the Vorkosigans in Vorkosigan Saga.
Baron Trutzdrachan in Otto of the Silver Hand.
Baron Front de Boeuf in Walter Scott's novel Ivanhoe, who imprisons and tortures a rich Jew, trying to get hold of his money.
Norman Arminger in S. M. Stirling's first three books of the Emberverse series. Feudalism is the standard M.O. of most post-Change societies, to some degree, but only Arminger breaks out the iron collars.
Another S. M. Stirling example: Draka Landholders are basically this in all but name.
The Harkonnens in Dune.
William Hamleigh in The Pillars of the Earth. He provides Stephen with armed soldiers and is left alone because of Stephen's weakness as a ruler. He uses this position to tax his serfs to death and rape any woman he sees fit.
The nobility of Perquaine in The Redemption of Althalus seemed to consist entirely of examples of this.
Subverted in Malevil, a French post-World War III novel were the survivors live in an old castle that survived the nuclear holocaust. Emmanuel owned the property before the war, but despite the new desperate world order and the castle returning to it's original function, he does everything in his power to share authority with this friends, a tiny democratic survivalist society rather then him as an old-fashioned king.
- This is later invoked in a pissing contest over power with Fulbert. Fulbert keeps assigning himself increased power over Malevil from his Corrupt Church in La Roque. Emmanuel attempts to answer to his ridiculous claims with one of his own; claiming that 600 year old documents from the Hundred Years' War give the Lord of Malevil power over the fief of La Roque and that by owning the property he is the new Lord of Malevil. What was meant as sarcasm and satire is taken as actual legal authority by his friends.
In A Song of Ice and Fire most characters are part of the feudal nobility and the entirety of Westeros is one massive feudal realm.

Live-Action TV

Quite a few planetary leaders in Firefly act like this, especially Rance Burgess in "Heart of Gold". Canton's Magistrate Higgins, in "Jaynestown", had actual serfs.

Oral Tradition, Myths and Legends

The Sheriff of Nottingham in every single version of Robin Hood is a textbook example.
Governor Gesler in the William Tell legend, who forces the hero to shoot at the apple on his son's head after Tell is disrespectful; his abuses of power end up inciting the Swiss to rebellion.

Theatre

Comendador Guzman in Lope de Vega's play Fuente Ovejuna; eventually the whole town, tired of his abuses, murders him and assumes the guilt collectively.

Web Original

The King of Town in a Homestar Runner episode.

Real Life

Most rulers in Real Life lived in a system like this. Historically even the largest empires were composed of states within states within states in a complicated matrix, rulers of each domain being capable of making war on their own behalf. Whether or not these local authorities were recognized as constitutional varied, but the system remained similar in many places. To this day this arrangement seems to be the case in a number of states which often causes political difficulties for those from countries unused to the system.
In Dark Age Europe a lot of feudalism (like a lot of the other "darkness" of the time) was caused by lack of easy access to capital. To stand up for himself and (on the rare but not impossible chance that he cares about such things) protect his subjects any king needed a lot of muscle and without money the only thing to pay said muscle in was land. This had the disadvantage that the warrior given the land would need to sublease his land to peasants on often usurious rents to pay to keep himself armed and trained and he would likely neglect the King's interest in favor of those of his estate and/or his own family's political interests. The effect was both to destroy freehold farming and provide a class of warlords with private armies. But at least it was mildly better than paying for a kingdom by constant raids. Much of this system was diluted not only by an influx of Oriental trade as a by product of the Crusades, but by silver strikes in Europe which increase in revenue gave kings an option of having reliable mercs instead of headstrong knights. The system was not without it's redeeming features as any person or corporate group could with a little adjustment plug into the system by negotiating a treaty with a king assuming they had enough clout. As a result people who would otherwise have been marginalized got privileges like internal self government, a de facto and sometimes de jure collective ennoblement(as happened with the Cinque Ports in England which were made a corporate baron for supplying extra to the naval militia), peculiar and exotic privileges of one kind or another, or whatever. Another example are the Jews who got such security as they had by cutting deals with the kings, and in the event that his successor broke the deal to curry favor with other interests in the kingdom, cutting a deal with another king.