Can't help on serial killer films but I watched 'The Dawn Wall' again today. It's a documentary on a guy who was brought up climbing from an early age. He's a little bit of an oddball but a likeable guy none the less. This follows him and his climbing partner taking on a part of El Capitan in the Sierra Nevada mountains.
They are trying a route that no one has ever managed before. Really enjoyable and if you find yourself watching, don't turn off when the credits roll as there is a nice little twist in the story at the end.