This happens with serial killers and tv shows because you can't have an episodic narrative about a guy getting killed over and over again. Maybe you could go episode by episode showing each victim to a specific serial killer - that would be interesting but it lacks a protagonist for the wider series unless you have some detective character or something.

As far as movies go, they often are about victims - if not the considerable majority of the time. In a typical slasher film, the main character isn't the killer but a normal person being targeted by the killer. The killer is the villain.