Captain America: The Red Skull sees Cold-Blooded Torture as "recreation", frequently murders his subordinates for no reason whatsoever, trains himself by fighting his underlings to the death without telling them that it is "to the death" and seeks to Take Over the World and gain godlike power mainly because he wants to terrorize as many people as possible. He joined the Nazi Party because he wanted a quasi-legal reason to assault and kill people, and has expressed empathy for both his abusive, drunken father and his Evil MentorAdolf Hitler (specifically, for their psychological need to have victims, be it family for his dad or the Jews for Hitler) and is himself guilty of numerous war crimes and acts of terrorism. His backstory suggests that he is driven by a monomaniacal desire to take revenge on the entire world for his crappy life. He suffers the odd bout of depression but can be cheered up by reminding him of all of the atrocities he has committed in his life. And then there is his treatment of Mother Night. The Red Skull's entire motivation for villainy is recreating the sheer bliss he felt when he murdered a Jewish girl who rejected his creepy advances back when he was a bitter angry teenager. He's so twisted that torturing and killing people are the only things that make him happy.
Bullseye gets so much enjoyment from brutally murdering and torturing people. So much so that he doesn't even bother spending money he gets from his hit jobs. The money is just a handy way of keeping score of the people he slaughtered. There's a reason why he's considered the Marvel version of the Joker.
The Purple Man tends to go the extra mile while making other people do things. When he finds the chatter at a diner he visits at annoying, he forces everyone except for the chef and waiter to hold their breath, everyone suffocating to death. When he takes Jessica Jones under his thrall, he does every sexually humiliating thing to her he can think of except rape (including making her stand there as he rapes someone else).
Fantastic Four: The Marquis of Death is one of these on a multiversal scale. He makes it a habit of torturing the heroes of a universe right before destroying it. He even outright states that he only does it for the fun of it.
The Mighty Thor: Malekith the Accursed demonstrates a penchant for torture and dismemberment that few can rival.
One issue of Moon Knight features a secret society of elite sadists who are both extremely wealthy and brutally sadistic. Membership is restricted to "very special" individuals, so latest members include a cutting-edge piercing artist who's become a billionaire from his work while enjoying piercing people to death as a side-hobby. During the induction feast, Moon Knight jumps in and claims that he deserves to be a part of this, since he's just as rich as the rest and loves torturing and brutally harming criminals in battle... as he intends to do to the circle.
Another Spidey villain sadist is Cletus Kasady/Carnage, whose mission in life is to go on ultraviolent killing sprees. He thinks the world is dull and uninteresting but can be made more colorful by spraying the streets red with blood. He is also a Straw Nihilist who thinks that the very idea that "murder is wrong" is just the Man keeping you down, and that cowardice and weakness are the only reasons everyone else isn't killing too.
Some incarnations of Venom have been just a little too into punishing the guilty, especially early on, when he was more or less a sadistic Villain Protagonist trying to ape Spider-Man. As Character Development has mellowed him out over the years, this aspect of him has gradually tapered off, though it made a brief comeback when he first became Anti-Venom.
Most of the baddies from the Age of Apocalypse are this, owing to the Crapsack World nature of the reality where they rule. The Dark Beast is the most prolific of the AoA sadists, but Abyss, Holocaust, the AoA Domino, and (of course) Apocalypse himself all revel in the pain they inflict on their victims.
The Shadow King is an Evil Counterpart of X-MenBig GoodProfessor X, and nothing brings him greater delight than to inflict Mind Rape on his victims (who are almost always X-ladies for some reason). Fortunately for the X-Men, he's so intent on getting his sadistic jollies off that he leaves himself vulnerable at crucial moments, allowing lesser telepaths like Psylocke to defeat him.
Like the Shadow King, Stryfe is a sadist who is frequently defeated because he places higher importance on tormenting heroes than killing them.
Mystique's Fatal Flaw is her penchant for sadism, both of the physical and Manipulative Bastard varieties. This was most prevalent during her early years as a Ms. Marvel (1977) villain, in which she gleefully kidnaps and tortures Carol's friends and loved ones. This side of her took a backseat for a time after she became a Rogues' Gallery Transplant into the X-Men baddie catalogue, though as the years have gone on, her fervor for mutant rights has waned while her original passion has returned. She's developed a particular love over the years for playing the Love-Interest Traitor to various X-Men, including Forge, Iceman, and even Professor X himself.
Exodus of Magneto's Acolytes is an Informed Attribute case, as trading cards during the '90s make frequent mention of how cruel he is, but in the actual comics, he's more an extreme case of Pay Evil unto Evil than an outright sadist — he torments Fabian Cortez in the Blood Ties story before killing him, but as Cortez is the very definition of an Asshole Victim and had just tried to use a little girl as a Human Shield, it's hard to argue that he doesn't have it coming.
Speaking of Magneto, during his 2014 solo title, he exhibits a grim satisfaction similar to that of his one-time disciple as he hunts down and kills those who he considers threats to mutantkind, though as with Exodus above, his actions are more motivated by Pay Evil unto Evil than sadism.
X-23's former handler, Kimura. Despite being a victim of emotional and physical abuse herself (and in fact having a childhood which in some ways paralleled Laura's), she joined the Facility both for the means to exact revenge on her tormentors and to put herself into a position where she could torment others. She was one of X-23's chief abusers, and routinely tortured her for the slightest of infractions; notably, after the mission where Zander Rice (who could justify an entry of his own) left her to die, Kimura actually punished her for surviving entirely because she was told X had been killed and her return to base meant it was a lie. She has pursued Laura relentlessly since her escape and is gleefully willing to murder and torture her loved ones for no other reason than to punish her for it, even when Laura offers to return to spare them.
Ultimate X-Men (2001): John Wraith is a consummate sadist who enjoys causing pain to keep his victims in line. His idea of fun is shooting a caged Wolverine with an assault rifle or breaking Rogue's arms and legs when he's bored. Wraith also had his men stab Wolverine, crack open his skull, and set him on fire before wiping his memories so they could do it all over again without Wolverine remembering their faces.
