Unfortunately, there are not a lot of games where you play as the villain. Are there games where your character does morally dubious things? Absolutely, but that usually means that your character is an anti-hero instead of a villain. I found the story of Watch Dogs to be far more enjoyable when I assumed that Aiden Pearce is a sociopathic bastard instead of a tragic hero, for instance.
Have you tried a Grand Theft Auto game? You play as criminals in pretty much all of them. The Overlord games let you play as an evil conqueror, but I have never played any of them, so I could not tell you if they are actually good.
Dungeon Keeper and its sequel might also be worthy of your consideration. You build a demonic dungeon of doom in those games that is going to be raided by AI-controlled "heroes", and you need to ensure that your dungeon crushes them instead.
Other than that... It is a bit of a stretch, but maybe Middle-earth: Shadow of Mordor would also fit? Talion What's-his-face is by no means a cuddly goodie-two-shoes. You are basically playing as a terrorist in that game.