khe khe that explains Hannibal on avatar (the fascination is not good for mental health). There is a movie red dragon, Michael Mann's Man hunter (both are based on same novel and have bits of Hannibal - Michael Mann's Hannibal is far more realistic).
Seven was good. Saw was good too (though rest of series suck). Funny games and The Strangers (not exactly serial killer but serious horror). Henry portrait of a serial killer was good too
Good serial killer is all fiction (non fiction gets too much to stomach). Read the books by Thomas Harris (red dragon & silence of lambs both are very good), Alienist (Caleb Carr), Messiah (great reviews have not read it yet). The whole series of Alex cross
I must have read some 100 novels on serial killing (most suck, its a whole genre like who dunnit) I'll let you know if I recall any good ones.