If loves/desires 'point' to something beyond our imagination...what of enjoyment for fictional villians? In The Great Divorce, The Weight of Glory and Surprised By Joy, C. S. Lewis explained the concept sehnsucht, this mysterious desire for something we-know-not-what, something beyond this world. As it pointed us towards heaven, he reasoned, it must be of God. He felt it rarely but sometimes before a great landscape or reading a book.

How can we work out what enjoyable pleasures might either be remade in Heaven or have an even more pleasurable version there(To follow Plato's idea of the Forms)? I adore the cybermen in Doctor Who: can they be considered a foretaste if we experience a feeling of sehnsucht via them? Do we ever know for sure what echoes eternity and what doesn't? Certainly it's hard to imagine the fulfilment of desires for fictional villains (though I would love this) alongside cherubs and angels! But what a shame if the only people who's loves are completed are the ones who enjoyed scenic walks, flowers etc. I would really like strong evidence or reason to back up what I believe to be true, here. Thanks.
I'll take your question as, "Are there any Christian doctrines reinforced by the typical use of villains in literature and film?".  Here are a few:

1) Demonstration of natural law that people who do bad things can end up with bad consequences. 

2) Demonstration that "bad guys" can undergo repentance. Examples: Darth Vader, Gru from Despicable Me, Megamind, Sharon from Battlestar Galactica, Edmund in The Lion, the Witch, and the Wardrobe, Eustace in The Voyage of the Dawn Treader.

3) A demonstration that getting what we want, in terms of earthly goods, may have horrible consequences and leave us spiritually unfulfilled.  Consider the victory song Dr. Horrible sings, "Everything you Ever" in Dr. Horrble's Sing-A-Long Blog

4) A demonstration that our heroes too can be fallen. In many examples in literature, there are cases where the bad guy has more of a moral conscience than the good guys, or where a good guy who uses "bad guy" tactics hurts everyone.  Examples: Admiral Cain from Battlestar Galactica, Johnny Snow wanting to fight Dr. Horrible in park where kids play in Dr. Horrble's Sing-A-Long Blog.