I'd say Dark Souls, but the powerlevel dealings there are generally too low. Every PC is reasonably powerful, and the monsters in DS are relatively weak.

Ninja Gaiden is chock full of monsters, demons, and demigod ninjas. Read the lore.

Dragon's Dogma has a steady supply of fairly strong monsters in addition to being one of the few video games to do dragons really well. For the same reasons, however, I'm not sure we can mess around there too much because LORE; it's got its own parallel world thing going on and I'm not sure it'd tie into here easily.

We could also try our hand messing around in Warhammer 40k, but I don't think we could even survive 40k. Like, TPK in under 24 hours after arrival.