This documentary is a bit by the numbers, like a History Channel special or something, and it sometimes goes into greater detail than I suspect is available in the actual records, but overall it's pretty interesting.
The story is about H.H. Holmes, a lunatic who built a castle in Chicago in the late 19th century. Purportedly it was a hotel, but in reality it was an elaborate maze filled with Dr. Phibes-style deathtraps and a medieval torture dungeon. Wild stuff.