Snuff movies (and audio recordings) have been a matter of documented fact for a very long time.
The British Moors murderers, Myra Hindley and Ian Brady, audio-recorded the screams of their child victims. Hitler had the piano wire-and-meat hook hangings of his would-be assassins involved in the 20 July plot captured on camera and supposedly watched the films frequently. Along those lines, Imperial Japan's Unit 731 reportedly filmed many of their 'experiments', but none apparently survived the war, presumably destroyed as a precaution against war crimes charges. Serial killing team Leonard Lake and Charles Ng filmed the torture and murder of several of their victims. There are probably several more examples but those are the ones that come immediately to mind.
I'm guessing authorities of various countries downplayed and suppressed the existence of such material back in the day because they worried the idea of it might catch on and create a demand for more. Hideous to contemplate but there it is, dark as it gets.
As an aside, I'm struck by the near-Hollywood level cinematic quality of the ISIS execution videos on this thread. Those crazed jihadi fuckers really love their work.