Everyone knows that pulp villains are all foreign. They're all von this and de la that and names ending in -ski. Except for the ones who aren't foreign, but they should still sound suspect.
Anyone with a title is probably suspect. Except possibly the very noble ones, who are often slightly embarassed about the title, at least in public.
With very few exceptions, anyone publicly using the title "Doctor" is an obvious villain. If they spell it "Doktor", start running right away. "Doc" seems to be safer, for some reason. Someone who uses just one name is also probably up to no good.
Nicknames can go either way, but the more innocuous a nickname the more nervous you should be. A gangster nicknamed "Bubbles" probably didn't get his name from his fondness for a soothing bubblebath.
There's a wonderful section in Astounding Tales! 2nd Ed on pulp nationalities and names, and a good similar section in THW's Larger Than Life on a similar theme, mostly on pulpish national motivations, both heroic and villainous.
If you can create a name that's either a horrible pun, a thinly-disguised off-colour joke, or both, then go for it. I'm still quite proud of putting the White Russian heroine Ivana Rumpalotski into my Amulet of Fire scenario.