I’ve only heard of this happening to a degree with the super deep method actors. And even then they didn’t become evil, so much as fall into a depression and fuck up their mental health which possibly lead to some of them dying (example: Heather Ledger after taking on his role as The Joker).
I’m not a big star or anything, but I do local theatre sometimes and I also love to roleplay in D&D and such, and I think playing the villain is the most fun because it can be cathartic to a degree. It’s fun because it’s out of character, not because I want to do the things my evil characters do. It’s just fun to pretend and explore ideas that you can’t IRL without hurting people.