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Hard carries are considered the most powerful and dangerous heroes in Dota able to become extremely scary in the late game. They usually are Agility heroes which copliments their tendency for insane DPS through sheer auto attacks.
In the early game and the biggest part of mid game, they are still pretty vulnerable and not as impactful. This is directly connected to the fact that their farm is intensive throughout the WHOLE game. No hard carry should wander around when no teamfights or pushes occur. They must constantly and quickly farm to get their big items and get powerful enough to "carry" their team.
Although technically any hero can become a carry in that sense, hard carries are those heroes who are particularly better at it but have no other significant contribution. A popular semi-carry like 
Axe is often utilised as an initiator. Same goes for 
Kunkka who has a great teamfight ultimate that matters more than him being really farmed. Hard carries though have almost no other purpose than becoming powerful and dominating teamfights.
Carrying your team means that when your team cannot deal with the enemy directly, you take the responsibility to clean the house. The hardest of carries like 
Spectre or 
Anti-Mage are known for enormous team wipes in the late game being able to lead their team in a teamfight through sheer right clicking power. Of course, that doesn't mean they are invincible.
And that's pretty much the tone as most hard carries have this vulnerability which is more or less dealt with by the very late game but is very obvious, particularly in the early game. This has led to a very common pattern for most hard carries of "2 active and 2 passive abilities". The two passives usually provide protection and a scaling damage-offensive ability. The two actives provide a versatile spell to help them survive and farm more efficiently and another spell that is usually a nuke or more offensive spell to allow their attacking prowess to shine. This pattern isn't a law as several hard carries stray a little outside this pattern in some points, but it shows what a hard carry is all about: remaining alive, natural vulnerability, emphasis on constant farm, scaling power and influence.
Hard carries are a risk and that is why they are not seen a lot in the competitive scene. A game doesn't always go to the 35-40 minute mark or more and teams are increasingly more focused on ganking which is a hard carry's worst nightmare because either he will die or miss on farm significantly. That's why Anti-Mage and 
Alchemist are some of the most picked hard carries in the pro scene since they are notorious for their insane farming speed that allows them to bounce back if they are denied farm.
In games where the strategy isn't offensive or focused on pushing, hard carries are a guarantee to victory as the clock ticking is their ally. A well-farmed hard carry can turn the tides of battle with just his presence and particularly in the late-late game, hard carries set the tempo.
They get harder and harder to kite or focus, and if they allow you space to invade them, they punish you immediately. Nothing is scarier than a farmed hard carry late game and you should either want him dead or out of a teamfight.
But as stated before, waiting until the game reaches the late game to allow the hard carry to shine can be a mistake as the enemy team might end the game early because of the very reason you want it to last longer. And their line-ups will reveal their tendency to do so.
In the friendly discussions on "who is the best hero to play" it often (mistakenly) comes to "who is better at murdering your face". Hard carries are the best heroes at that despite their desparate need for farm and levels for that and that's why many people either love them or absolutely hate them (Cancer Lancer anybody?).
As their name suggests, they are also pretty hard to play as last-hitting and positioning are increasingly more important and demanded for their success. This difficulty yet lack of complexity (unlike 
Meepo's micro-management or 
Invoker's spell combinations) makes them the most popular choice for the majority of experienced players in the community. The fact that they are the most likely heroes to get a rampage and a HOLY **** streak as well makes them pretty popular for newer players too, who want to be in the center of attention.
1) Anti-Mage (Do I need to say more?)
2) 
Phantom Lancer (My personal favorite, he is just plain awesome. Period)
3) Spectre (Hard as an old piece of oak)
4) 
Ursa (Many people disagree but his scaling DPS through his tankiness has hard carry written all over it)
5) Alchemist (Give him more gold!)
6) 
Lifestealer (Not the hardest of carries but yeah he is a tough guy)
7) 
Viper (He can become a nasty carry if built tanky, but it's still debatable whether he is that hard of a carry)
8) 
Phantom Assassin (Crit queen!)
9) 
Faceless Void (The moniker for the most difficult of late-late hard carries)
10) 
Dragon Knight (He is kinda debatable because of how early in the game he can peak)
11) 
Sniper (Kinda poor in general but hey if he gets his farm..)
12) 
Drow Ranger (Hard to stop but easy to take down also not the best of hard carries out there)
13) 
Luna (Squishy but not to be underestimated-especially with those 
Moon Glaives)
14) 
Medusa (She is ugly as hell but she is so hard as the stone she will turn her enemies into)
15) 
Morphling (Well, he is Morphling :P)
16) Outworld Devourer (His unusual dependency on intelligence items only makes him quite special-and more easily countered though-but the scaling he has along with his pure damage potential is really scary late game)
17) 
Shadow Fiend (The ultimate farmer yet the ultimate fragile hard carry since he can easily lose much of his damage output and advantage by just one death. His ultimate is unusually powerful for a hard carry)
Whether a hero is a hard carry or not comes pretty much to playing them in different builds to see what goes and how it goes so my theory around it is pretty much a general line of the current metagame rather than an unbreakable law on which hard carries should be built.
I hope you enjoyed my guide and maybe learned something from it. Please let me know your thoughts (yeah even the nastiest ones :P) in the comments below :)
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