Utgards-Loki only appears in one original myth (coincidentally the same one that introduces Tjalfe and Roskva), but is a recurring villain in the comic and possibly the closest the series has to a Big Bad. While not actually a threat to the gods for the most part, he does pull off quite a few gambits in the hope of humiliating or harming them. He's pretty much the only major villain in the series who is not killed.