I've been watching the crap out of crime documentaries. Depending on how well they are made, some can be better than the best mystery movies.
Charles Ng - two words: god-damn. Can't believe how crazy this guy is.
tallhotblonde - awesome documentary with a surprise twist. It is an online dating story that ends up in murder and there is a twist that will blow your mind if you get half way through the movie.
(If you can find this movie, I would highly recommend watching it. I think it is the best crime documentary ever made - so good they are making a movie out of it).
48 hours episodes - this is a very well made documentary series about various murders and missing people.