Attribution: the Internet hive mind
For Harry Potter the immediate villain was his family (uncle, cousin, etc), the intermediate villain was Professor Snape, and the Big Bad was He-who-should-not-be-named. I never really thought about this formula before so I found this advice really good. ... Sometimes formulas are bad because authors follow them mechanically; other times they are a reveal how the masterpiece was created.
You can find the blog post here: http://www.lianabrooks.com/2014/10/nanowrimo-boot-camp-day-3.html.
WRITING EXERCISE: Think about your Work-In-Progress or other story you have read and watched. Is there a the progression of villains within the story? I broke down Harry Potter - what other stories can you think of? Comment below.