The Spectre (DC) is the wrathful aspect of God and all his vengeful actions.
The Kindly Ones (DC/Vertigo) are a triple-goddess who's cosmic duty is to destroy those who commit familicide
Titamon (Digimon) is born out of the vengeance of all Digimon ever defeated by the Olympus XII.
Ōko Yushima (Bleach) is the mod-soul counterpart of his creator, and the embodiment of his hatred and revenge against the Soul Society that shunned his hard work and concept of friendships.
Madara Uchiha (Naruto) is the greatest inheritor of the Uchiha clan's Curse of Hatred, becoming his clan's embodiment of hatred and vengeance against the rival Senju clan, and eventually, the reality that took his brother's life.
The Bogeyman (Silent Hill: Downpour) is the embodiment of Murphy's desire to inflict judgment on others, as well as the destruction that revenge brings.
Nemesis (Valkyrie Crusade)
Alecto (Valkyrie Crusade) is one of the three Furies.
Tisiphone (Valkyrie Crusade) is one of the three Furies.
Megaera (Valkyrie Crusade) is one of the three Furies.
Sekhmet (Valkyrie Crusade)
Pumpkinhead (Pumpkinhead) is a demon summoned only to enact revenge upon others.
Thief King Bakura and Diabound (Yu-Gi-Oh!) empowered by the vengeful spirits of Kul Elna.
After striking a deal with Mephisto, Johnny Blaze (Marvel Comics) became a spirit of vengeance.