Oh, so many kinds...
Here's my rogue's gallery of bad DMs, presented as archetypes culled from 25 years of play:
I'm-not-only-the-DM, I'm-also-a-Player: His NPCs are actually pet characters who never seem to fail their saves, have special powers not available to the PCs, and use the actual PCs as extras in their own epic stories, which the players have to watch passively from the sidelines. Often displays the traits of the Railroad Tycoon, too (see below)
Warning Signs: Makes disclaimer that he doesn't favor his NPC party members; never shows you their dice rolls; talks at length about what his pet characters are doing, at the expense of the PCs' screen time.
Railroad Tycoon: She has the plot already figured out, and you're just here to admire it. Please keep your hands in your pockets as this DM takes you on a no-stops tour of the pre-determined story line. Also known as Look but Don't Touch.
Warning Signs: Often tells you what your character is doing or thinking; gives strong hints for or against certain courses of action; throws extra monsters at you when you win a fight you're not "supposed to" win.
It May be an Imaginary Universe, but it's all Mine: He may be a powerless loser in real life, but when he puts up his DM's screen, he owns you, brother. Your PC will be subject to every degradation and humiliation he can think of at the hands of his super-powerful NPC villains. How many times must he achieve a TPK before you realize that your primitive dice are useless against him? Can't understand why he can't keep players interested, because after all, he presents them with such challenging scenarios.
Warning Signs: Tolerates no questioning about his judgements, even in after-session discussions
And then Everyone was rescued, by, let's say, Moe: Her campaign is not a persistant world, just persistently confusing. Whimsical does not begin to describe her breezy attitude towards continuity. You can't depend on any story element, NPC, or location to be the same from week to week; she never writes anything down, or remembers significant events from the last game session.
Warning Signs: Relies on players to recap last session; pleads "authorial license" when called to account for contradictory story elements.