To name a few...
John Doe (Keven Spacey) in Se7en
Amon Goth (Ralph Fiennes) in Schindler's List
Alonzo Harris (Denzel Washington) in Training Day
The Joker (Heath Ledger) in The Dark Knight
Harvey Two-Face (Aaron Eckhart) in The Dark Knight
T-1000 (Robert Patrick) in Terminator 2: Judgment Day
Darth Vader (James Earl Jones) in Star Wars V: The Empire Strikes Back
Darth Tyranus (Christopher Lee) in Star Wars II: Attack of the Clones
Gollum (Andy Serkis) in The Lord of the Rings: The Two Towers
Oogie Boogie (Ken Page) in The Nightmare Before Christmas