There's loads of RPGs that include the option to be evil.
There are very few where evil is the only option. Maybe a few vampire themed ones, where it's hard to be anything better than "morally ambigous"? Are vampires "good" if they avoid killing their victims? Hard to say.
Dishonored allows you to be pretty horrible, doesn't it? I only played for half a dozen hours several years ago, but I was playing murder everyone and it was perfect for that. I played one of the Deus Ex games that way too.
I didn't play Tranny, but I think it was evil overlord type protagonist.
Ceville is not RPG, but is an awsome adventure full of crazy and smart humor (for example Alice in chains is not a band in it ), so here's my recommendation too.
Riddles are not too hard at all. Easy and medium.
And yes, you're playing an evil king in it.
SWTOR - as an MMO - lets you play completely "dark side".
Beware, though, the chat servers of the dark side faction there often contain the most immature behaviour I have ever seen. It's not even facepalm, but double or triple facepalm.
My very personal - again : personal ! - problem I have with SWTOR's dark side faction is that Bioware had put so much more creative energy into it than into the good side faction. The good side feels really bland to me compared to that.
And that's the biggest reason for me why I had stopped playing SWTOR altogether. Their favouritism is noticeable in many details.
This isn't a very popular one, but Blackguards and Blackguards 2 have morally conflicted protagonists. I enjoyed especially Blackguards 2, the inner conflict of the main character was very well portrayed. I don't think the writing was superb, but the story itself was pretty touching.
Hello, I don't know if you can be considered as "evil" in this game but at least in Tyranny you play a servant of the overlord who has conquered near all the continent. You are in a wartime so you can do actions which fit well with this situation, so you can be "evil', at least sadistic.
I think mass effect series should be mentioned here. You can really shape your Shepard to be ruthless and be that guy (or gal) who is doing "whatever is necessary" to get the job done. You really get to do some very questionable things if you really go all the way in renegade path. My natural instinct is to play decent characters, but after playing the series twice through I wanted to experience trilogy from an other perspective and the renegade path really delivers that.
I'll just make a list some might of been shared already.
Mass Effect Trilogy
Every Deus Ex Game
Dragon Age - Inquisition
Every Fallout Game
Neverwinter Nights 1&2
The Outer Worlds
Baldur's Gate 1&2 Enhanced Edition
Knight Of The Old Republic Series
The Elder Scrolls Skyrim
The Divinity: Original Sin Series