Sci-Fi has a lot of excellent bad guys. You should steal these bad guys for your Stars Without Number, X-Plorers, or Encounter Critical games. Hell, you can drop them into D&D if you're feeling feisty.
1. Darth Vader- You know who Darth Vader is. You know exactly why your game needs a plasma sword-wielding cyborg with evil magic/psionics.
He can work as-is in a gonzo enough fantasy game. Otherwise, make him an anti-paladin or evil fighter with psionic powers and a badass magic sword.
2. Sovereign (Mass Effect 1)- A sentient capital ship who is millions of years old. He is also the vanguard of an entire race of sentient capital ships that wipe out all advanced organic life every 50,000 years as part of a bizarre cycle of order that they choose to impose on the universe.
In a fantasy game, Sovereign might be a big ancient dragon, heralding the reawakening of a race of big ancient dragons. (or Krakens, or whatever) As above, if your game is gonzo enough, he can still be a big mean spaceship with a hate on for organic life.
3. His Divine Shadow (LEXX)-A self-proclaimed Divine Ruler who transfers his essence into a new body every century. He keeps the preserved brains of his previous host bodies as a sort of weird oracle that he consults for advice. He destroys planets in the name of Order.
I can see him working in a B/X game as a cleric of Law gone horribly, horribly wrong. Perhaps he creates a militaristic theocracy. Although he gives off a great Evil Wizard vibe, he doesn't seem to have any magic powers, besides of course the preserved brain oracle collective..
4. Jean-Baptiste Immanuel Zorg (The Fifth Element)- Psychotic tycoon who owns a multi-planet weapons manufacturing firm. Secretly serves a cosmic power that wants to annihilate earth. Has a particular knack for megalomaniacal/pseudo-philosophical rants and for berating incompetent subordinates.
Zorg could easily be a petty baron, or perhaps a wealthy arms merchant. He's actually such a monstrous dick that when you find out he is in league with some sort of space monster/deity thing, it's actually not that much of a surprise. If nothing else, his twisted logic that his place in the universe is necessary can make for an interesting bad guy.
5. GLaDOS (Portal/Portal 2)- Insane computer that runs a scientific testing facility. Obsessed with testing. Attempts to deceive test subjects with obvious falsehoods and maintains a persona of being friendly and helpful while attempting to kill escaping test subjects. She has several personalities (benign, murderous, etc.) that she seems to oscillate between.
Ha...the idea of dropping something like the Aperture Science testing facility in a fantasy game makes me grin. GLaDOS would work great in a Metamorphosis Alpha or Gamma World style game, or as a remote outpost in a non-apocalyptic sci-fi setting. I guess if you're a fantasy purist, you could make her into some kind of magical construct that was designed to assist a long dead wizard. In his absence, the construct continues about her business..."interpreting" her orders as best she can.
Aside from Darth Vader, I tried to go with non-obvious choices. They don't have to be gonzo if cleverly re-skinned... it all depends on what flavor your game is. My SWN universe could only fit a few of these without seeming silly, but it does give me some ideas....