Here are some games that come to mind that allow you to be evil:

- The Elder Scrolls series (Though not apparent in some games, they do have an impact on various aspects.)

- Fable series (especially the first two, though there is some impact in the third game)

- Fallout series (Karma system for most of the games)

- Baldur's Gate series (Alignment does have some impact in these games)

The Hearts of Irons series let you play as any country in WW2. Arguably you're being someone's "bad guy" if you pick a strict Axis or Allies country.

-Chaos Seed. Well, in a way. You're actually the good guy but everyone thinks you're the bad guy and are causing everyone's problems. A unique mix of Dungeon Keeper and Action RPG isn't nearly enough to describe it (an English translation very recently came out which is absolutely required because there's a LOT to learn).

-Chrono Cross had a stint of you literally being the bad guy, and in almost the entire world everyone outside of your comrades either hates the protagonist or he is completely unknown to them.

-Final Fantasy Tactics Advance plays around with this: in classic FF mythos definition you are actually the bad guy (the main goal is obliterating all existence of the world you are in), but your intentions are good. Take which side you're on as you wish, IMO the story really doesn't define much if what you're doing is good or bad.

-Gargoyle's Quest/Demon's Crest. You're Firebrand from Ghosts N' Goblins, and the goal is world dominance.

EDIT: whoops forgot one.

-Golden Sun 1 and 2 (they both make up one game really, you can even import data from the first into the second). In the second you play the antagonist's party for it's entirety. Huge plot twists ensue.

Hey! Is this some sort of knock against me? I'm the savior of the Ghoul Realm. The goal isn't world dominance. I just need to kill these bosses!