similar movie/tv episode?

I recently saw a movie, show or tv episode where a serial killer was being interviewed by a psychiatrist and it turned out he had three people (physically depicted) telling him to kill (and to his eyes) helping him kill. There were two men and a woman. The therapist finds out he set a fire (apparently accidentally) when he was 8 and that the three people he sees were killed in the fire, so she (I think it was a she?) says electroshock could help him. He gets that, and thinks he's free of the evil, but a few minutes later, the evil people return. Then it shows the guy (serial killer) when he was 5 or so, and he was already seeing (hearing) the people.
Does this sound familiar to anyone? I may have many details wrong. But it's driving me crazy. I can't remember any of the actors or when it appeared to have been made. I was thinking, 'Masters of Horror'? but didn't see anything that fit the bill.
Anybody have any ideas?