As others have mentioned, Mads Mikkelsen’s Hannibal Lecter was the best TV psychopath I’ve seen.

Ramsey Bolton (Iwan Rheon) from GoT is a good one as well. Oh and Joffrey as well.

Norman Bates (Freddy Highmore) in Bates Motel

Edit: forgot to mention Evan Peters, who has played a lot of (fictional) psychopaths, like Kai Anderson, Tate Langdon and James Patrick March.