In The Color Purple, Shug and Celie mention a movie “bout that man that kilt all them women. The same man that play the killer is playing the priest.” This book is set in the 1930s, I think. I tried googling a bit but can’t find any information. Is this just a made up reference or is it referencing an actual movie that was made?
Actually, never mind, I found it. It’s The Night of the Hunter and it was based on the life of Harry Powers, who was convicted and hanged in 1932.
But Night of the Hunter was filmed in 1955 and the book was published in 1953. Robert Mitchum just plays one character, the killer-minister, and the audience is never in doubt that he is the killer. Also, I believe, he only kills Shelly Winters in the movie itself, though it’s obvious he’s killed before, and I THINK there’s a reference to it at the end.
Well, that’s the only reference I can find to a serial killer who killed mostly women and then was caught in the 1930s, and whose story inspired a movie where an actor plays a religious man and a serial killer. Maybe there were plans to make the movie but the movie was never actually made until much later.
Of course, if anyone can find a movie that fits the description better, I’m all ears. 
It depends on when Celie and Shug had their conversation. Was it at the end of the movie? The timing could be right, since Celie’s daughter had children of her own, so it could have been the 50’s.