Are there any supervillain comic books?

Yeah there's a lot, they usually don't go very long because the company doesn't know what to do with them really, because they usually aren't aloud to change the characters too much. Last year there was a nine issue doctor doom comic. In the 70s there was an 18 or so issue marvel series called super villain team, but it had like 7 different writers because they kept giving up. And in a few months there's going to be a joker anthology series launched, where each issue will have one story about the joker and then a couple other stories about villains. Those are marvel and dc examples anyway. Check out the series incorruptible and irredeemable for a story about a universe where a guy like superman turns evil and then one of his villains goes on a mission to stop him. 

There are, simply search supervillain comic books or a book with a villain protagonist.