Here is a This American Life episode about just such a real-life group of people: a collection of various chemical company executives arranging and implementing an international price fixing scheme that lasted years.

The episode focuses on an informant, a junior executive with one of the companies, who captured an enormous amount of footage of the executives jovially discussing the various ways and means they'd be using to knowingly screw over their customers and, in turn, a great deal of the agricultural and industrial economies that depended on their products. The footage is justly described as "probably the most remarkable videotapes ever made of an American company in the middle of a criminal act".

Everyone has reasons for the things they do, post-hoc or otherwise; I think what distinguishes a villian is a callous acceptance of their own selfishness and a pointed indifference to, or even enjoyment of, the suffering inflicted upon others due to their actions.

I've met a few people on TVTropes who claim to be playing a villain role or something roughly cognate to one in real life, without having any particular higher-level reason for doing so in mind; the infamous Troper Tales pages are a particularly fruitful source of examples, although it's likely that a lot of the more extreme ones come out of attempts at trolling.

Even if we discount active attempts at deception, that site selects for people who spend a lot of time thinking about character types, and additionally has the right demographics for many of them to put an excessively high priority on looking cool; it's wise to take this sort of character identification with several grains of salt. As best I can tell the motivations involved aren't usually all that villainous relative to most external observers, but it's self-image that's at issue here.

A fictional example of someone wanting to be a villain might be Shakespeare's Richard III. In the opening soliloquy in the play:

I, that am curtail'd of this fair proportion,

Cheated of feature by dissembling nature,

Deformed, unfinish'd, sent before my time

Into this breathing world, scarce half made up,

And that so lamely and unfashionable

That dogs bark at me as I halt by them;

Why, I, in this weak piping time of peace,

Have no delight to pass away the time,

Unless to spy my shadow in the sun

And descant on mine own deformity:

And therefore, since I cannot prove a lover,

To entertain these fair well-spoken days,

I am determined to prove a villain

And hate the idle pleasures of these days.

http://shakespeare.mit.edu/richardiii/full.html

Of course, the real Richard III probably wasn't that bad a chap, just poorly treated by Tudor propaganda (arguably)...