Cooley is the villain of the movie, but he doesn't do anything that makes him stand out as super evil, especially in a movie that features the KKK at one point. In fact, he's technically doing his job as a lawman by pursuing the three protagonists (who are escaped convicts) though he does choose to keep pursuing them after they've been pardoned. Aside from that, the only things that really make him villainous are that he whips one of the protagonists at one point and that he may be the Devil. Overall I'd say he doesn't do enough heinous things to qualify and is really more like a symbolic force of nature than an actual character.