There was a recent study in the Journal of Forensic Sciences by Leistedt and Linkowski (2013) examining characters from the cinema and how accurate they were compared to real life psychopaths. Since the actual paper is stuck behind a paywall and most people probably can't read it, here's an article link.
Patrick Bateman from American Psycho is a classic, or idiopathic psychopath, and so is Tom Ripley (The Talented Mr. Ripley). No big surprise, there. But John Doe (Se7en) and Norman Bates are considered pseudopsychopaths, or sociopaths, as well as Hannibal Lecter. They didn't score high enough on the PCL-R to be considered psychopaths, interestingly enough.
Psychopathy is so rare and morbid, that it's somehow been blown over into the realm of over-theatrical mascots. The media is full of these shock trope ideas to the point that this study wasn't all that surprising since I naturally assumed all movie psychopaths were garnished with a little bit of fiction. Though, I liked knowing about the more accurate portrayals. I've recently added No Country for Old Men on my 'movies to watch' list, as Anton Chigurh was noted to be a realistic psycho.
What's more interesting are subtler offbeat characters. I'm still convinced that Willy Wonka (1971) is a bit of a sociopath. Not because he suspiciously led children to their demise in his 'factory of evils', but because he lacks a degree of concern for other people. To be fair, most of those children did it to themselves by being bratty and not heeding his warnings. Maybe he was fine with letting it be. Obviously the whole movie is a morality lesson to keep kids from being snotty, but Willy Wonka and his factory was the vessel by which they supposedly "learned" something, and Willy himself was a bit of a character. He sings Shakespeare, cooks up puns and seems well-educated enough. Either he's a recluse or a little 'wonky' in the head.
Even Sherlock Holmes (BBC) is a self-proclaimed "high functioning sociopath", although I think this is a point that's been denied quite fervently by psychologists all over the internet. I mean, it's a good show so I guess I can indulge in a little suspension of disbelief. That's why it's called fiction.