Police Science Institute has carefully considered this question in the creation and implementation of its Fundamentals of Criminal Justice Course.
In brief, our “fascination” with the “criminal” effectively derives from a combination of our inherent “human traits”, our internal viewpoint of “right vs. wrong”, our psychological predispositions, and, the tremendous influence upon us of both literature and modern-day media.
We are intrigued by those who would dare to do the things we would never do. While the majority of us would never consider undertaking a clever robbery, we are fascinated by the motives, expertise, mental reasoning and “bravery” of those who would. That “fascination” is assuredly not a tacit approval of such an act, but rather serves to raise certain “emotions of excitement and dare” within all of us.
Similarly, we are intrigued by those who commit crimes … because our personal standards of “right vs. wrong” demand reaffirmation of all that we have been taught for the betterment of society that “the good guy wins” in this situation.
While we enjoy reading about or watching movies wherein crimes are committed, in this scenario, we are “quietly / deeply” hoping that “justice will prevail” (as we have been taught SHOULD happen) and therefore we “root” for the Police, the Detective, the Lawyer ... “the good guy”. Our ultimate hope derives from the satisfaction that the criminal will be caught, convicted and punished so “society can live happily ever-after”.
Whatever the “basis” of our historical and ongoing “fascination” with the “criminal”, we are for certain not going to be devoid of either real-life or fictional examples of the “criminal mind in action”.