It would help to have a better idea of what you're looking for, but I'd suggest looking into:
The
Splatterhouse series - this is arguably more of a generic horror atmosphere, but in terms of the storyline it's definitely also arguable that the mask represents a "devil" figure...
The Gargoyle's Quest series: Gargoyle's Quest (Gameboy), Gargoyle's Quest II: The Demon Darkness (NES) and Demon's Crest (SNES). This series is essentially the flip side to the Makaimura (Ghosts 'n Goblins / Ghouls 'n Ghosts) series, in which you play as the gargoyle Firebrand and generally try to straighten out the chaos in the demon realm. It's not quite as hard or as fast-paced as Makaimura, and has some RPG elements. I gess it could be said that it's a more arcade/action-heavy take on the "platform adventure" genre traditionally occupied by Metroid and recent Castlevania games. Perhaps you'd like to look into Makaimura as well, but it's probably not quite what you're after.
The Legacy of Kain series: Blood Omen, Blood Omen 2, Soul Reaver, and Soul Reaver 2: More of a vampire theme, though Raziel in the Soul Reaver games is not really a vampire (he consumes souls directly, hence the name).
Spawn, but that doesn't really count, now does it?
Onimusha: feudal Japan + demonic themes and soul-absorbing armlet = fun.
Final Fantasy Tactics: The "devil" stuff in this sort of lurks in the background and beneath the surface most of the time, but the storyline is pretty well put together for a strategy game. Warning: the storyline has been known to offend some Catholics (not just really dogmatic ones either). I won't go into more detail than that because it would be spoiler territory.
Also, you may want to look at the
Listing of games where you are the bad guy? thread...
I apologize if this stuff isn't what you're looking for, but it's what rose to the surface of my mind.
Didn't Atlus made some evil theme games? From reading EGM, they didn't bring it over to the USA because it was too satanish?
I think that's the Shin Megami Tensei series; at least one of these was released for PSX in the US under the title "Revelations: Persona".
Edit: Somehow, I managed to forget the Vampire/Darkstalkers series (Japan: Vampire, Vampire Hunter, Vampire Hunter 2, Vampire Savior, Vampire Savior 2; World: Darkstalkers, Night Warriors, Darkstalkers 3).