While the most common practice is for a hero to be the protagonist and the villain to be the antagonist this is not always the case. As an example in the manga/anime series Death Note protagonist Light Yagami was the villain as it was his goal to rid the world of criminals in order to create his own ideal "utopia" and rule it like a god while antagonist L was the hero as it was his goal to end Light's psychotic killing spree. Another example is Sweeney Todd: The Demon Barber of Fleet Street where the titular protagonist and the antagonist Judge Turpin were both villains.
There is also the secondary antagonist which can either be a partner/accomplice of the main antagonist or an entirely separate threat altogether (though a lesser one). Just like the main antagonist they aren't always villains just obstacles towards the goal(s) of the protagonist(s).