Movies like The Wizard of Gore

A magician performs a show where he selects a female volunteer and appears to put swords, drills, and such through them. They walk away and everyone applauds, then they show up somewhere else, dead of the same injuries they sustained in the magic show. Police are baffled and can't tie the murders to the magician. A man whose girlfriend is infatuated with the show begins to investigate on his own.