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How about Kohaku, Satsuki, Akiha, Ciel, and Arcueid from Tsukihime? Maybe they're not that bad in the anime, but in the game it was based on, they're pretty scary. Also the manga.
Satsuki and Akiha yes.
Arcueid also, but it's not really her for Satsuki and Arcueid, it's Warachia version.