One of the very few really good, complex, and interesting examples of an all-evil all the time species are the Orcs in Mordor: Shadow of War. They're so colorful, so weird, so unique. Among them there are different cultures and subcultures, attitudes, religious beliefs, ethnicities. Each orc has their own goals, their own style of dress, their own way of talking, their own fears and foibles. Some are scary, some are smart, some are poetic, some are friendly, some are joyous, some are cowards, and some are just weird. And they are all, every one of them, to the last Uruk, evil.

It's so well done and I honestly can't think of another story quite like it.