I forget whether Pyron from Darkstalker was one, it's been a long time since I checked the plot,
I do know that in Darkstalkers 3 Jedah's plan was to make a new one using stolen souls.
There's Amaterasu from Okami, borrowed from Japanese mythology though, kinda, game is sweet though.
Death from Maximo series, but not all powerful, has very clear rules that he's breaking to keep his job.
And Asura, from Asura's Wrath, and that's about all I can think of, I'm very tired right now.