I mean some would say I write nothing but villain protagonists. (Not entirely true, but I do tend write a lot of them)
Anyway, just look through my profile of stories here and you'll see. Major ones focusing on villain protagonists in a fantasy setting would be Eternal, Necromancer, Rogues and The Pure, The Vile and the Deadly.
Though there's other stories of mine that have them in a scifi or modern setting as well.