Villainous backstories, for instance.
Especially if you make them the main character.
A tragic villain might not be so much of a problem, since he's already humanized in the original work. But a prequel to humanize a monster is not much fun. Especially since we have to watch them proceed from folly to folly, from crime to crime, watching them sink. And they can't have a dramatic resolution at the end. And frequently the author wimps out and doesn't finish the plunge to evil.
No, if you do want to show us the villain evolving in evil, it's best to make us sympathize with another character, who ends up stymieing the evil for a time, or at least escaping it. (Of course, if the next logical step would be joining up with the characters from the sequel, then you have problems.)