I just purchased the vengance expansion and as i look through the villain decks i wonder this. Can the 5 new villains be played in a single villain fight or do they have to be played with multiple villains?
They are specifically designed to be played as a team. So, short answer, don't play one by itself unless you want an unsatisfying experience.
Also, you don't necessarily fight all five at once - you fight H of them, and it's your choice as to which ones you fight, and the order in which they take their turns...unless Blade is present, in which case he always goes first.
It's actually only suggested that Baron Blade goes first, not a rule.