Was going to say Dutch but he really does have some tough competition. Allende, Ross and Fussar are my rival top 3 with Dutch for most evil, primarily because those three appear to be evil for evil's sake - they don't have any other underlying reasons for their behaviour.
Bill and his gang do some terrible things in RDR 1 but Bill is dumb and mad, Colm likewise, plus Dutch is a genuine threat to some extent so he has an underlying reason to hate him anyway, Favours also did terrible things but it was motivated mainly by insecurity and a desire to prove himself, Milton was trying to do some good in eliminating an outlaw gang, was just doing his job, and also retained a small shred of integrity by never breaking the law, so again, he isn't quite as bad as some others. Arthur was never really evil at all imo.