Sherlock Holmes's mortal nemesis was Professor Moriarty.
Harry Potter's nemesis was Voldemort.
Doctor Who had a nemesis named Morbius. So did Spider-Man. Morbius was also the name of the antagonist in The Forbidden Planet.
Frodo Baggins went through the mines of Moria to get to Mordor, where he met Sauron, who, as great a villain as he was, started out as the lieutenant of Morgoth, the original and darkest villain in the world of Tolkien's Middle Earth.
H.G. Wells sent his time traveller into the future to encounter a cave-dwelling evil race called the Morlocks. He also created an evil genius called Dr. Moreau.
King Arthur was betrayed by Mordred.
The really scuzzy city in Terry Pratchett's Discworld series is Morpork.
So what's the deal with "mor"? Is there something to the syllable that suits it for melancholy, darkness, and villainy?
We have to be careful here. There are more words out there that have "mor" that don't carry such dark tones. The names Morgan, Maureen, and Maurice aren't so sinister (well, possibly excepting the case of Piers Morgan), and people just wanted more and more of Mork from Ork. So we can't say that this "mor" sound carries darkness and death wherever it goes.
But we can say that it has some dark associations available if we want to use them. For starters, the Latin "mor" root (as in moribund and mortal and French words such as morte) refers to death; there is an old Germanic root mora for darkness, which shows up in words such as murky; our modern word murder comes from an Old English word morth for the same; and, of course, a morgue is a place where dead bodies are kept. That's enough to give a familiar ring. And every evil name that has "mor" in it adds to the weight of the association, especially when they're famous evil names.
In fact, "mor" may be what is sometimes called a phonestheme: a part of a word that tends to carry a certain connotation not because of etymology or formal definition but just by association. Words that start with "gl" often have to do with light (glow, gleam, glimmer, glitter, glisten, etc.) even though they are not all related historically; similarly, words that start with "sn" often relate to the nose (snoot, sniffle, snot, snore, sneeze, etc.). It doesn't mean that all words with those letters have the meaning in common, but there is a common thread among a notable set of them.
How does this happen? Whether it's through sound association or the force of a particular root word, it just seems to snowball. It may be partly through words with phonesthemes in them being preferred to words without (glitter chosen over coruscate because it sounds more, well, glittery), partly through words with phonesthemes in them shifting sense under the influence of the phonestheme (snub is getting more nose-focused), and partly through words changing form to come to have phonesthemes in them.
One possible case of a word changing form to have a phonestheme is the oldest of the "mor" names above, Mordred, the betrayer of King Arthur. His name actually was originally Medraut or Modred, Celtic versions of the Latin Moderatus. How did it get the "mor"? Possibly with some influence of his mother, Morgause, or of Morgan le Fay. But possibly also through some sound associations, with murder (earlier murther) and with the French morte. After all, the best-known account of the Arthurian legend is Malory's Le Morte d'Arthur.
We know that some of the names drew directly and deliberately on "mor" words. J.R.R. Tolkien was a professor of Anglo-Saxon and knew very well what he was up to when he chose his words. Morgoth, Mordor, and Moria are all formed using the same mor root that shows up in his Elvish languages Quenya and Sindarin, a root referring to darkness and blackness. He borrowed it from the old Germanic word mora, which, as I mentioned, shows up in the modern word murky.
J.K. Rowling is well known as a dab hand at wordplay. Voldemort is right from French: it can mean "flight from death" or "theft of death." Rowling herself pronounces it with a silent t as in the French, though she's just about the only one who does.
Classical roots very likely played a role in the name Morbius, too. The first one, after whom the others (in Spider-Man and Dr. Who) are named, was in the 1956 movie The Forbidden Planet: Dr. Edward Morbius, his ship's master of languages and meaning, a man with an out-of-control unconscious. Morbius himself would have noticed the resemblance of his name to Möbius (of the famous loop) and Morpheus (shape-shifting god of dreams). He probably also would have known its similarity to Latin morbus, meaning "sickness" — source of English morbid. We can reckon safely that Irving Block and Allen Adler, who wrote the story and invented the name, had some idea of this too.
What about the other names? We don't always know what the authors were thinking. But we do know that they may readily have been influenced by the sound.
Moriarty is an actual Irish family name. Why did Arthur Conan Doyle choose that name specifically when he created him in 1893? Not to vilify the Irish — Conan Doyle had Irish roots himself. There may have been influence of the "art" in Moriarty, and there may have been influence of the "mor" too. What's surer is that Moriarty adds weight to the overall effect of "mor" in evil names.
Likewise, when H.G. Wells wrote The Time Machine in 1895, we don't know why he called his evil cave-dwelling descendants of humans Morlocks, but it's easy to see that Morlock sounds like warlock — plus a murky and mortal Mor, which is also in the French name Moreau, which Wells chose the following year for his evil genius who changes animals into humans.
Terry Pratchett's Morpork (part of the twinned city Ankh-Morpork) is a bit of an outlier here, because while it's a nasty, dirty city, it's not quite as evil — and Pratchett's books are humorous. The sound of "more pork" is hard to miss. But so is the dark "mor."
There are plenty of evil persons and places with no trace of a "mor," of course. Phonesthemes aren't by any means sure-fire things. But if you're coming up with a name for someone or something evil, especially if it's dark and deadly and unnatural, "mor" has a good effect. No doubt that had some influence when Scott Adams, who draws Dilbert, named his Preventer of Information Services Mordac.