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This is a common plot device in police procedurals like CSI and Profiler. The writers desire to come up with an appropriate nemesis for the lead investigator, so they imagine up a serial killer -- but not one that is brand new to the crime-fighters just in this episode. Instead, the episode begins with a body being found, which is determined to be the serial killer's latest victim. This is what makes it in medias res, "in the middle of the story." The lead detective or more senior detective on the show then explains how he/she has actually been investigating this particular serial killer for years, had an early run-in with the killer, or even caught the killer before (but then made a mistake which let him get away). The killer has usually already killed at least eight or ten people before, maybe up into the dozens, and has a killing "signature" known only to the authorities, so the crime is immediately known not to be a copy-cat. The killer already knows enough about the investigators to "signal" them that he knows they're on his trail, and even to taunt them with being unable to catch him.

This plot device is useful by allowing the dangerousness of this enemy, his cleverness and brutality, to be established through a quick and dirty exposition. Instead of waiting to find a half dozen bodies, just one will do, one that matches the modus operandi of the heretofore unmentioned killer's many murders occurring before the episode even began.

Sometimes there's a twist on the story. Sometimes, the killer really is a copycat, maybe a co-conspirator or apprentice of the original, maybe even a bad cop who knows the secret signature and is using it to pass off his own murder on the serial killer. And note that the audience needs to be surprised when they learn the identity of the killer, so it's probably going to be someone introduced midway through the show either as a suspect, or someone believed to be a witness or even an intended victim. Someone for whom, at the end of the day, all the pieces fit together in a way that the old-time criminal chaser is surprised to realize that he hadn't thought of before.

The one big hole in these story lines is that they often blow up the killer to be the kind of nemesis that the cop thinks about every day -- but you've never heard of this killer and his gruesome crimes until this episode. Never before has the lead cop casually mentioned, "oh yeah, this crime reminds me of the work of my old nemesis, that serial killer with twelve notches in his machete," and in fact the department rookie has never even heard of this brazen multiple murderer. It would be helpful if the writers could throw in a foreshadowing hint in one episode that the "killer that couldn't be caught" will show up later in the season. And, caught or not, serial killers are often made out to be supermen, more clever and plotting than the cops. Maybe so, but at the end of the day, they are just men. And, once in a blue moon, women.