Not any demon names; however, I know the names of the nemesis type. 
Surtur, the fire giant [he's also referred to as a demon, but he's
classified as a giant] and Ymir, Lord of Ice [also a giant and it was
his death that created Asgard and Bor [Odin's grandfahther].  If it
interests you, the Asgardians also had to deal with dark elves as well.



==
Thor Odinson:
Prince of Asgard
Defender of Midgard
Wielder of the Most Sacred Mjolnir, the Weapon of Weapons
Fan of Ranma 1/2, Tenchi Muyo!, and other anime things!

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