Well, Sam Hall, of course.

I don't know if El Paso counts, but that's certainly one of my favorites. Another Marty Robbins tune I really like is They'll Bury Me Tonight, about a man who shoots his sweetie because she done took up with another.

There's a song I've got on a Greentrax (I think) compilation called Burke & Hare - about a real-life pair of hooligans who used to murder street urchins and sell their bodies to an evil doctor for research.