Put up another stroke for Roy Batty.
I don't know if they qualify as villains, but the Principality of Zeon in Mobile Suit Gundam is my favorite enemy of all time. The Zabi family is downright gross, but Zeon as a whole ... all they wanted was independence from the Earth Federation, and when the Earth Federation introduced trade embargoes, the population got a bit unwieldy. Then, the Zabis, one family of nutjobs assassinates the president (evil), establishes themselves as a monarchy (questionable), and then launches what was initially conceived of as a war against the unjust exclusion of Side 3 from the international scene.
So the Zabis as a family are downright evil, and almost boring because of it. But they are realistic, at least. And the nation that surrounds them: Zeon, is so fascinating and, when you have a good hard look at it, have a pretty solid reason for fighting in the first place.