Horror games are all about reflecting the darkness of people in the characters and worlds built by the creators. Each horror game has a central theme it's centered around, and a lot of villains and bosses tend to mirror the theme, or similar ideas. This is also why so many big-time villains end up going out like chumps in their final moments.
The darkness inside these villains usually blinds them to their original goals, or even what they're doing in the moment so they leave themselves open for attack. A lot of these villains even straight up just kill themselves because whatever source of power they relied on betrays them in the end. It's a trope that isn't just from games, but it's common in books, television, and movies as well. The reasoning is to show the person experiencing the story that betraying humanity and embracing darkness will never get someone far because it means also betraying themselves. And when you betray yourself, you end up going out like a chump, end of story.
Pyramid Head
Pyramid Head is one of the most recognizable faces (or lack of face) in survival horror, and video games in general. In Silent Hill 2, Pyramid Head isn't in it for the gory kills or violence, he simply wants to terrorize the player until they go insane. He represents the unknown and the fear humans have of what we don't understand, which is why his face is always hidden.
In his encounters in Silent Hill 2, he appears for brief periods of time but disappears when things don't exactly go his way. He doesn't get hurt and doesn't seem bothered overall, and that's what makes him truly scary. When the player directly confronts Pyramid Head in a boss fight, they just have to hug the walls and shoot him until he literally gets bored and walks away, clearing the path for the player to progress. It's a weird concept when the main antagonist literally can't be bothered to kill the player since it would be "too boring," so it can be a bit unsatisfying since the fight doesn't really end.
Deadly Premonition: Raincoat Killer
The Raincoat Killer of Deadly Premonition is a being that seems to sport supernatural speed, strength, and other abilities. He can even be seen teleporting around certain stages as if it doesn't matter what the rules of physics think of him.
What makes this annoying is that he seems to be constantly foiled by such trivial things, like a fence in his way, or agent York diving under a closing door. Players can even hide from him pretty easily since he chooses the hiding spot they don't pick to create fabricated suspense. Once his true form is revealed, the final fight ends by reflecting his own attack back at him, piercing him in the chest, and killing him. He literally cries for his mommy and about how he couldn't get his crush to love him, so yeah, he's a chump.
Eternal Darkness: Pious
Pious is the final antagonist of Eternal Darkness who set his plans in motion over 2000 years before the events of the game. He's cast his humanity aside and wants nothing other than the destruction of the world as it is. The fight itself is standard, and just like all the other boss battles of Eternal Darkness, and that takes away from the feelings players feel at the end. Pious and the main character summon Ancient beings to battle in space, and as the main character wins both fights, he becomes weaker and weaker. The fight ends with Pious as a decrepit skeleton writhing in pain waiting to be put out of his misery.
P.T: Lisa
Lisa is one of the most iconic and terrifying horror antagonists to ever appear in a video game. Her haunting presence is hinted at throughout the teaser in footsteps behind the player, reflections in mirrors, and she can even be seen watching from outside in the windows multiple times. The game is not about fighting Lisa but rather, it seems to be about saving her and escaping the loop she placed the player in. That said, all the player has to do to "defeat" her is complete the tasks like look at pictures and talk to a baby. The tasks themselves are scary, but for a Silent Hill teaser, this encounter is pretty mild compared to what fans would expect from older games.
Resident Evil 4: Saddler
Saddler is the main antagonist and final boss of Resident Evil 4. He turns into a giant mummified pile of flesh in an attempt to take the player out of the picture. The fight itself isn't anything too special when compared to the others in the game. It follows a classic Resident Evil structure of running around the boss shooting its weak point and finding a bigger weapon to deal bigger damage.
Turns out, in this case, the bigger damage comes from a rocket launcher. When the player shoots the rocket launcher at Saddler's weak point, the fight kind of just ends. There's no big monologue, no second phase, and no horror trope of the villain possibly surviving the blow. He just dies and the cutscenes continue, almost like it didn't even happen.
Bioshock: Frank Fontaine
Fontaine is the main antagonist of the first Bioshock game, and a worthy adversary without a doubt. He wields multiple Adam related powers as well as super strength and above-average intelligence. During his fight, he gives the player a run for their money, throwing his abilities at them without letting up, demonstrating that it was a fight to the death.
After the player defeats 4 phases of his battle, Fontaine actually knocks the player down and takes the advantage, ready to win the battle. In a shocking turn, little sisters saved during the game, and others find their way into Fontane's lair and take him out, draining him of his Adam. That said, it was a great battle but somewhat underwhelming for the main villain to meet his end at the hands of a bunch of little girls.
Outlast: The Walrider
The Walrider is the key element to almost every single event that occurs in the first Outlast game. It takes over people's bodies and can send them into madness and frenzy, which is made clear by everyone in the asylum's actions. Towards the end of the game, the player encounters the Walrider personally and is able to evade it until the very end of the game.
That said, the Walrider doesn't die, but there's definitely something jarring about how easily the player is able to avoid it. It has the power to disperse into a mist-like substance, covering tons of space, while observing and super speed since it can fly through the halls of the asylum. Even with all this, the player is able to avoid it by hiding behind vending machines and outrunning it behind closed doors. The Walrider is a prime example of a horror villain who chases, but doesn't seem to want to catch its prey, and in the end, takes a pretty chump way out of the asylum.
Silent Hill 4 The Room: Walter Sullivan
Walter Sullivan is an infamous serial killer known for his brutal methods and twisted mind. He serves the role of the main antagonist in Silent Hill 4, and has a very memorable boss fight. The player must stab the "true" form of Walter while his younger self chases them around the arena, trying to kill them.
When the player manages to stab the true self with enough testaments, Walter just falls to the ground, unable to move. This unrelenting killer taking a break to lay down and catch his breath is weird to see since he already has superhuman powers in his boss arena. After the true self is weakened enough, Walter loses his power and swings a weapon at the player weakly, signifying he's lost all will and power to fight. As the main antagonist with nothing to lose, it was expected he'd go out in a blaze of glory but instead, he just takes a few gunshots and is put to sleep.
Haunting Ground: Daniella
Daniella is a crazed stalker looking to become a "complete woman" and gain the ability to bear children. When she learns that Fiona, the main character bears the alchemical sign for life, she tries to steal its power for herself, despite having almost no knowledge of alchemy. Daniella has a haunting and maniacal laugh that echoes the hallways of the tower and can send shivers down any player's spine.
During her boss fight, the player is able to knock her down and stun her, while preparing an alchemy circle to trap her in. Once the circle is complete and she is lured into the circle, she becomes obsessed with the moon and stares at it while the glass ceiling shatters, sending glass shards down below. One of the bigger shards falls down and stabs her through the chest, killing her in the process. Daniella dies quietly after that, with a peaceful look on her face, contrasting everything she'd done beforehand.
Bloodborne: The One Reborn
As an action-horror game, Bloodborne features a ton of grotesque enemies and haunting visuals to keep players up at night. One that stands out is the One Reborn. Its figure is that of an amalgamation of bodies and body parts, bound together by rotting flesh and cursed blood. The One Reborn represents a descent into madness that can only come in the form of entering a waking nightmare, a world without hope.
As a boss fight, it's one of the easiest in the game. The main boss itself has slow attacks that can be avoided on reaction, and it's weak to electric attacks. On top of this, the part that makes the fight difficult, the ranged attackers on the stairs, are easily disposed of as well. Players just have to take their attention off the main boss while attacking the witches in the arena, and there isn't much the One Reborn can do to stop them. Staying mobile is key, and Bloodborne is all about that, so it shouldn't pose too much of a threat.