The first guy interviewed is kind of a jerk about it. He says things like "this crap" and this "shit" when referring to the stuff he has gathered from serial killers. I'm not saying that they (serial killers) should be respected but if he is the one asking and collecting he should at least have some respect. He came off as quite an ass. The rest of the people interviewed (surprisingly all men) were quite interesting when they talked about why they collected things or why they wrote the killers.
Most of them don't do it out of a sense of morbidity, they do it because they are curious as to what goes on in the minds of these murderers (the psychology behind murder will be studied for forever since no one person goes out and kills for the same reason as the next person). The art is mostly mundane. John Wayne Gacy is featured several times, and I'm guessing this is because he was so prolific with his painting (what else do you do when you are waiting for death on death row). Gacy was not a fabulous artist and I wasn't honestly impressed, but some of the work was very interesting. Charles Ng for example paints mostly nautical scenes with a mermaid in peril.
Learning more about the culture behind these collectors and what they collect, or why they write songs about serial killers, or why they themselves create art inspired by the horrors these killers caused, was more interesting than seeing the art itself. People don't just collect art either, they collect things these killers used to kill that have made it out into the general market, or photos of crime scenes, mug shots, fingerprints, etc.
This movie was an interesting insight into things most people keep behind closed doors.