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I add a few good korean movies about serial killers or evil character (there are not the main character of the plot) : "Memories of murder", "I saw the Devil", 'Mother", "the wailing".You can also watch the japanese drama "Shokuzai" (4 épisodes), a story about 4 girls after the murder of their friend.
i watched the wailing and it was absolutely amazing. thanks for the recommendation! 
If you like the wailing, you can watch the other movies of Na Hong-Jin. He just made three movies, these are thriller, about murders and resolution, "the murderer" and his first movie, "the chaser" that receive reward and nominations. (sorry for my English)
Missing You has a psychopath element to the story as well.
I don't know if you'd like it but there's a japanese Tokusatsu show called Kamen Rider Ryuki and later on a character called Kamen Rider Ouja is introduced and he's pretty psychotic (his back story is he was in jail for burning down his house killing his entire family on purpose and then he kills other Kamen Riders just for enjoyment and if he kills all the riders he would start it all over again to enjoy himself) but he dosen't show up until episode 17 (thanks Kamen Rider Wiki lol)