Millennium Trilogy. Admiring the way that Larsson introduces his main villain, I am reminded of other fictional villains including, of course, Poul Anderson's. However, by searching the blog, I find that I have posted extensively on this subject before! See here. Yet another "villains" post would seem to be unnecessary.
In Larsson's trilogy, a couple researching prostitution occasionally encounter the name "Zala" but are unable to learn anything about this individual. The name inspires fear and is used as a threat. Larsson's title character, spying on the researchers, shivers when she reads the name "Zala." It means something to her. She even knows that it is an abbreviation for "Zalachenko" but does not enlighten the readers. Larsson is skilfully introducing a major villain.
Because Zala operates in contemporary Sweden and is neither an alien nor a time traveler, he complements Anderson's Aycharaych and Merau Varagan extremely well. Readers of crime fiction might not be persuaded to sample science fiction but I am confident that sf readers who check out Larsson will not be disappointed.