British documentarian Nick Broomfield is a frequent presence in his projects, which is often distracting when he has nothing to do with them. In "Tales of the Grim Sleeper," however, the ebullient investigative filmmaker recedes to the background and lets his furious subjects lead the way. Though Broomfield remains visible throughout the movie, he's mainly there to help frame a series of dour circumstances that have been long stuck in a murky state.