One example of our fascination is the infamous last meal. Last meals are known for being the very last thing the inmate eats before being executed. The inmate gets to choose whatever they want to eat, within reason.
A photo collection went viral late last spring called "No Seconds" by Henry Hargeaves. He gathered information on infamous inmates last meals. He then recreated what they would look like then photographed each one. The photos are ominous.
This may hint at why there are so many death row films. Errol Morris made the Thin Blue Line. Werner Herzog made Into The Abyss. And do not forget fiction films like Dead Man Walking. It is a powerful subject matter.