How loosely are we defining "serial killer"? I ask because by strict definition, there are people listed who are actually spree/mass murderers. As I'm anal like that, and this is a personal topic of interest, I'd like to make the necessary corrections. I'll check back in a week or so, time allowing.
The answer to the question asked in 1st para (What cop show doesn't have one of these) is The Wire. The only "serial killer" in the series is the imaginary one invented by Mc Nulty in Season 5, who commits no actual murders.
How about Catherine from Catherine? She seduces men and then uses her demonic powers to make them run through a deadly gauntlet, which most don't survive.
Dexter Season 5: - Jordan Chase & his friends - Lumen - probably Harrison
Forgot Christman Gniperdoliga,German Serial Killer who has a confirmed body count of at least 964.
On the subject of 'Supernatural' killers, would this include magic users? Or would magic be classified as a psycho's weapon of choice? Either way could work, but I'd rather have another's perspective on the matter.