Battletech: Most citizens of the Inner Sphere view the Periphery as this, with varying degrees of accuracy, but it’s not limited to the edge of colonized space. Large sections of the Inner Sphere can be like this as well, with Dustball, Kooken's Pleasure Pit and Solaris VII being particularly good examples.
An example of a wretched planet is the Periphery world of Astrokaszy, sometimes unflatteringly referred to as "Astrokrazy." Where to start? The city-states are run by extremely corrupt governors, many of whom are either ultra-fundamentalists or plain old fascists dolled up in psuedo-religious regalia to fit in. The desert tribes occupying the wastes are not much better, killing travelers and stealing their supplies and technology. Because of this corruption and lack of safety, prices for even basic goods are astronomical and smuggling, slavery, and black marketeering are all common. The rumors of a hidden Star League cache on the planet draws in all manner of greedy, desperate, or fanatical people, leading to some dozens of factions on the planet, all of them fighting constantly amongst themselves to find this supposed secret bunker full of wealth and technology beyond imagining. It's sometimes said that the best thing you can do on Astrokaszy is leave.
Kooken's Pleasure Pit was set up expressly as a Wretched Hive (or at least the major cities, official canon has it that the remainder of the planet is normal, and strictly off-limits to offworlders to keep it that way) by the Lyran Government as a way to break the back of a crime syndicate by introducing competition to Dustball. (In game, both KPP and Dustball are essentially Nevada or Amsterdam, writ larger and with the more questionable entertainments accentuated.) The gambit only half-worked...people flocked to Kooken's, but the crime-boss-ruled Dustball is as strong as ever. However, as of the Clan invasion Dustball is the property of Clan Jade Falcon, who have put an end to the gambling industry on the planet.
Solaris VII isn’t quite as bad as the first two, but the planet’s biggest claim to fame is the Solaris Arenas, where BattleMechs duke it out in gladiator matches for public entertainment. While killing your opponent isn’t the primary goal of said matches, dying is certainly a major risk for anyone competing in addition to the usual vices and dangers that happen when a major form of entertainment is treated as Serious Business. Organized crime outfits are major power players, in both the government and in the Arenas.
Call of Cthulhu supplement Dreamlands boxed set. The city of Dylath-Leen in the Dreamlands is described as being one of these.
The Free State of Orleans in Castle Falkenstein. It essentially has no central government, since the Shadow Dictator, President for Life Aaron Burr, hasn't been seen in public in more than a quarter of a century. The closest thing to a national leader is the Mayor of New Orleans, who runs the underworld and only provides neighborhoods with police protection if they pay him. The economy is based on piracy, gambling, and prostitution, all of which are legal as long as the proprietors pay their licensing fees, and the country is defended from foreign retribution by Marie Laveau and her zombie army.
Cyberpunk by virtue of being set in a future where society has broken down and the government is secondary to the MegaCorps that dominate the world, just about every major city is one of these in this setting, but the main one, Night City, is famous and infamous in-universe for being one of these. A city dominated by numerous posergangs, the police who are either woefully unequipped or no different than the gangs they fight, and mercenaries contracted by "Fixers" who's jobs are often a toss-up between actually fixing things or making them worse. All while the wealthy and powerful, both individual "Corpos" and the very Corporations they work for as a whole, profit from the lawlessness and chaos; and naturally, the common folk are caught in between. And from 2013 to 2045, this has never not been the case for Night City.
Junkyard, built next to the remains of Salt Lake City, from the Deadlands: Hell on Earth setting.
Skullport. Multiclassed as a thriving center of smuggling (including slave trade) and therefore has properties of Bazaar of the Bizarre, such as a "Truce Zone". That is, sworn enemies don't attack each other noticeably more often than complete strangers.
Zhentil Keep, and indeed many of the cities of the Moonsea area, are other notable examples.
Luskan is populated almost entirely by pirates, slavers, and other types of criminals, and their main leaders are totalitarian wizard-dictators who regularly perform horrific experiments on innocent people. They've also willingly aided an ancient evil empire's attempt to conquer the world, knowing full well they would also be subjugated, just because it would give them a chance to attack their rival city, Neverwinter.
Dorakaa, the capital of the dEmpire of Iuz is infested with demons, orcs, undead and particularly malevolent humans. Torture, slavery and murder are regular occurrences. The architecture and layout of the city are hideous and unpleasant, and most citizens live in semi-starvation and in fear for their lives.
Molag, the capital of Iuz's neighbor the Horned Society, is very similar to Dorakaa. The main differences is that devils and hobgoblins replace the demons and orcs, as the Horned Society is Lawful Evil compared to Iuz's Chaotic Evil.
The drow city of Erelhei-Cinlu is pretty much Greyhawk's answer to the Realms' Menzoberranzan. One of the main differences is that there are a lot more evil humans, daemons, demons, kuo-toa, vampires, orcs, bugbears, mind flayers and other various malevolent creatures infesting its streets. The drow of Erelhei-Cinlu also firmly believe in Bondage Is Bad, much more overtly than in Menzoberranzan.
The Pomarj and the Bone March were once domains ruled by humans, but they were later conquered by alliances of orcs, goblins and other humanoid monsters. They became lawless hellholes whose human populations included various bandits, pirates, murderers, slavers and other friendly sorts. Bone March is as chaotic and wild as it always was, but the Pomarj became an empire under the tyrannical Turrosh Mak, who personified Asskicking Leads to Leadership.
The village of Nulb, featured in Temple of Elemental Evil, the village of Nulb is a notorious haven for various pirates and brigands, many of them aligned with the Temple. It's very dangerous for visitors, who can easily lose both their purses and their heads.
Sigil, the Hub City of the setting, is a bleak, cynical place full of corruption (to the point that bribery is expected as the norm), crushing poverty, competing Factions (philosophical movements determined to prove their view of reality is the correct one) whose interactions often border on near-open war, and rampant crime. What really keeps the city from plunging into total anarchy is the Lady of Pain, whose rule is simple: don't screw with Sigil's overall functioning, or be destroyed. And considering she once disemboweled a god from the inside out with spontaneous razor blade formations and either Mazed or flayed all of his followers in an instant for potentially threatening her rule over Sigil, well...
Ironically, there's a place in Sigil that even the rest of Sigil considers a vile blot best forgotten about: the Hive Ward. It's a massive, sprawling slum of decaying tenement buildings and muddy, garbage-choked streets where criminals, the anti-gods Athar, the insane anarchist Xaositects, the oblivion-worshipping Dustmen, the nihilistic Bleak Cabal and demons fight for control. Even Sigil's normally formidable Harmonium guard are too afraid to patrol there. It's the kind of place where random puddles may be portals to the Plane of Ooze... and will actively try to drag you in if you get too close.
The Gate Towns to the Lower Planes like Ribcage, Curst, and Plaguemorte tend to be even worse. The towns are in the True Neutral plane of the Outlands, but they're full of the Fiends and evil mortals whose alignments match the Lower Plane they link to, making the towns only slightly less evil. If they ever get so evil and chaotic/lawful (if applicable) that they actually match the Plane, the whole town slides into the Lower Plane and a new, slightly less evil town will be born to take its place in the Outlands.
The Drow city of Menzoberranzan in the Forgotten Realms. The populace as a whole is Always Chaotic Evil, follow a Religion of Evil dedicated to their even more twisted goddess (who enforces their Always Chaotic Evil nature), and have Chronic Backstabbing Disorder as their hat. Slavery, corruption, and warfare between various noble houses run rampant in the city. The only reason the Drow haven't managed to kill themselves off with this behavior is because their deity finds them too much fun.
Eclipse Phase: Scum Barges, places where anything goes and you can probably get anything not actually capable of punching through the hull if you know the right person to ask.
And then there's Legba, a cluster habitat in the Belt run by the Nine Lives crime syndicate, kidnappers and slavers who use cortical stacks as currency. To quote the book: "calling it a hive of scum and villainy is an insult to scum and villains".
Exalted: Wu-Jian is Hive City that serves as a major Realm port in the Western oceans. The majority of its bulk is a mountain of poorly planned, ramshackle architecture where teeming masses live like sardines, criminal gangs openly rule entire city blocks, and gladiatorial arenas, brothels and gambling dens crowd the narrow streets. The topmost layer of swaying apartments is considerably calmer, at least insofar as it's where the crime bosses like to live and they prefer their immediate neighborhoods quiet, while the bottommost levels are a barely inhabited urban wasteland choked with stagnant seawater, sewage and flotsam and home chiefly to bands of scavengers, desperate criminals, and Exalted and Fair Folk hiding from the Realm. The Dragon-Blooded, who make a point of living outside the city, chiefly ignore the mess as long as it avoids interfering with the docks and warehouses.
The small-press RPG Fates Worse Than Death is set in a cyberpunk future where Manhattan has become the Wretched Hive due to a series of wars, economic disasters, and anyone with a suitable level of income fleeing for the burbclaves. The city is divided between gangs, drug pushers, the wreckage of social movements and subcultures, and a self-replicating serial killer. Despite all this, it's supposed to be an Earn Your Happy Ending game — how hard will you fight to clean up the mess?
In the parody game HoL the titular site is a Wretched Hive planet. HOL is essentially a combination of garbage dump and penal colony for the galaxy.
The cities of the KULT RPG. All cities in Kult are echoes of the One City, and the bigger they get, the more likely that the borders with the One City get thin and tenuous...
There's the sprawling metropolis of a plane that is Ravnica, the Mos Eisley of the Multiverse that's best described as the love child of Coruscant and Ankh-Morpork.
While parts of it are more glamorous and well-to-do than others, New Capenna is still corrupt from top to bottom; whatever government the city does have is so ineffective, the five crime families that run the city don't even bother with the pretense that they aren't in charge. Order is maintained solely by the uneasy peace the five families have, and the local Fantastic Drug is the single most valuable substance in the city.
The island city-state of Al-Amarja, setting of Over the Edge.
A number of places in the Coalition States in Rifts, but most notably the Chi-Town 'Burbs. One city, Cuidad Juarez, is stated to be "The Mos Eisley Cantina scene, spread out over an entire city". Also, Atlantis - after the True Atlanteans were forced to flee, the Splugorth moved in and turned it into an open-air market for everything, laws of your home dimension be damned, where humans and human-adjacent creatures are only welcome if they're someone else's slaves.
Maven Haven is the port of call for nearly all Asteroid Belt pirates in Rocket Age and it shows. The majority of the economy is built around servicing the pirates in various ways and the only law is what the pirate enforcers decide it is at that moment.
Rook City in Sentinels of the Multiverse which is basically Gotham City but way worse. Everything from the mayor to the police are in the pocket of The Organization and crime is considered a regular part of life there. Most people only live there because any money they could use to leave has been taken by the local enforcers.
Seattle has a Wretched Hive within a Wretched Hive, in the Barrens. However, it's important to designate which Barrens. Redmond went from a major tech center to a hub of poverty after the first Crash crippled most of the firms there, and it only got worse when the nuclear plant went critical (there's a reason there's a part of Redmond named "Glow City"). Puyallup is slightly better off, if you ignore the vast parts of it still under ash and lava floes from when Mt. Rainier erupted during the Great Ghost Dance.
Berlin, from the Germany sourcebook. Dear God, Berlin! When shadowtalkers attach posts about their favorite cannibal restaurants to the main file, you honestly can't tell if they're joking or not.
El Infierno is a district in Los Angeles, formerly Hawthorne, Gardena, and Compton, where immense numbers of unemployed and homeless citizens (courtesy of massive plague-induced riots, their extremely violent suppression and mass corporate buyouts of the wrecked neighborhoods) were quite simply walled off and left to rot. Fortifications eventually reached the point where the entire ghetto was surrounded by armored concrete walls patrolled by armed guards and automatic turrets and crossed only by elevated and highly fortified highways, cutting the locals off from the world — and, of course, absolutely no aid of any sort was heading in, even when the area was swamped with radioactive waste from an exploded nuclear plant. The situation predictably degenerated into starvation, chaos and gang rule, with the only relief to be had was at corporate installations where locals could get food, medicine and shelter in exchange for being Human Guinea Pigs for new products. It was eventually put out of its misery when it drowned alongside the rest of the city, but the human suffering there was such that going through the astral plane over it is still tantamount to suicide.
Mind you, Los Angeles isn't dead, but it's still drowned. The "Twins" earthquake of 2069 sent a massive tidal wave into the city that has still left much of the city flooded years later. It's also worth mentioning that the El Infierno disaster was so bad, the California Free State abandoned Los Angeles, leaving it to its own devices until the Pueblo Corporate Council swept in to take it over... just in time for the Twins.
Feral cities — urban sprawls where order and government have completely broken down — invariably become this as crime goes on unchecked, gangs take over and the MegaCorps do as they please.
Lagos is horribly polluted, choked with garbage and refuse, run by a coalition of the most powerful gangs and a haven for smuggling and piracy. The organ trade is also well-established there — if you're out alone at night, a mugging is the least of your worries.
The Genoa-Milan-Turin sprawl — GeMiTo for short — became this after most of Mediterranean Europe's nations went to pieces and the massive urban conglomeration was left on its own. The city governments quickly collapsed, leaving the decaying urban mass to the mercies of gangs, the Mafia and whichever neighborhood groups could defend themselves from the formers. The mega-city still isn't formally part of any nation and entirely lawless outside of corporate enclaves and a few well-defended neighborhoods, and the Mafia-run port of Genoa is one of Europe's main smuggling hotspots.
Chicago becomes a literal Wretched Hive after a particularly nasty incident with some bug spirits transforms it into a field of ruins inhabited by roving gangs, survivor holdouts, nests of ghouls and surviving insect spirit hives.
And the Chicago Shattergraves are still a kiss from your mother compared to the Kowloon Walled City in Hong Kong. The sheer concentration of human despair and viciousness is so thick there that it allowed the Yama Kings to manifest, and rampage over the slums slaking their unholy lusts on the populace in secret. The place is so bad that the insect spirits get left facedown in a gutter if they go there (the sole exception being one hive that has a pact with the Yama Kings). Yes, this is the part of town that's so mean that the flesh-eating monsters from another dimension get mugged.
Star*Drive has Lucullus, a former penal colony where the inmates are Running the Asylum. They don't do a very good job of this.
Swashbucklers of the 7 Skies: The wandering island of Ilwuz is a vicious pirate haven that has only enough rule and order to keep the place operating at all. Important issues on the island are occasionally put to a vote, but the simplest way to get more votes is to come armed, and nearly any means is considered acceptable to sway the vote.
Montreal in Vampire: The Masquerade. It's far from the only one in the setting, but Montreal is so wretched its setting book, Montreal By Night, got the "honors" of being the launching title of Black Dog Factory, White Wolf's imprint for mature products. This is what happens when the Sabbat is in charge.
In fact, almost all cities held by the Sabbat tend to be like this. Although the Sabbat are happy to treat humanity like abused pets, they understand the value of the Masquerade even as they curse the very concept. As such, any city they claim will see a catastrophic rise in kidnappings, gang warfare, and serial killings - mainly so that people accept that as the default, and don't ask too many questions when all the patrons at a diner are murdered and exsanguinated.
Every city in Vampire: The Requiem. One of the more popular books for the line, Damnation City, even gives players rules for how to build their own city of the damned.
Many of the Hive Cities are like this from spire to foundation, but the underhives almost always qualify. Necromunda is the most prominent example, where the planetary government and military are essentially one sprawling gang that commands the obedience of the next gang below them. Most Space Marine chapters recruit from Death Worlds where the population Had to Be Sharp just to survive childhood. The Imperial Fists chapter recruits from Necromunda.
The Dark Eldar are a race of Always Chaotic EvilSpace Elves, and their capital Commorragh fit the trope. The city is ruled by warring kabals and the only semblance of government is the biggest kabal that's powerful enough to boss the others around. Getting killed by a total stranger in broad daylight (well, technically due to its location in the Webway there is no day and night cycle in Commorragh, only perpetual twilight) in the middle of a street is seen as a perfectly normal occurrence. It's also not really a single city in a conventional sense, but thousands of cities, ports and realms spread all over the Webway, linked together with a vast Portal Network. Nearly all of these smaller cities certainly count as examples as well.
If you're wondering how the Dark Eldar have managed not to kill themselves off yet, that's how it used to be. It's been Retconned since another codex so it isn't that bad, and to address the Fridge Logic produced by the previous depiction. Turns out most violence in Commorragh is formalized via duels, assassinations, gang violence, etc. Kabals rarely go into outright warfare in their own streets, preferring Machiavellian schemes and political manoeuvring to come out on top. As Word of God has said, Commorragh just wouldn't be able to function if it was just mindless slaughter all the time. Of course, that doesn't mean it's not a very horrible place to live; it most assuredly is... not least because the Dark Eldar are the galaxy's foremost experts in both medical science (including resurrection technology) and, relatedly, keeping you alive and somewhat functional even if you really wish you weren't.
In some places where Chaos takes root, such as a daemon world, any society there that arises or survives its coming almost invariably become this, if it isn't snuffed out by the dangerous, bizarre terrain. A few times, they survive anyways. A few places in the Eye of Terror are detailed, and Black Crusade provides a similar location as its standard setting.
Similarly, the major cities of the Warhammer world are much like their 40k counterparts, sans the plumbing.
The city of Mordheim became so depraved, corrupt, and horrifying a comet was thrown at it. Then it became a bunch of warped ruins home to a few depraved, corrupt, and horrifying mutants, any number of criminals who arrived to take advantage of the lawlessness, as well as the mercenary warbands coming from across the realm to loot it.
The pirate island of Sartosa is, well, a pirate island (and located on the local equivalent of Sicily). While there is some agriculture there thanks to the volcanic ash fields, the place is mostly a haven for waterborne criminals of all species.
Werewolf: The Apocalypse has a few platonic examples of wretched hives within the Umbra. The Cyberrealm is an Umbral Realm that's basically an outcropping of the Weaver, looking like your standard nightmarish class-stratified cyberpunk hellscape. Scar, however, is even worse. It started as a Weaver-influenced realm that captured the potential of the Industrial Revolution... and then the Wyrm seeped in. The skies are choked with smog, every other building is a rundown slum, and every other building is a hellish factory that sends innocent souls in and sends broken bodies and industrial waste out.
. Multiclassed as a thriving center of smuggling (including slave trade) and therefore has properties of Bazaar of the Bizarre, such as a "Truce Zone". That is, sworn enemies don't attack each other noticeably more often than complete strangers.
Lawful Evil compared to Iuz's Chaotic Evil.