I think its an older movie!

It deals with a sergant and a partner. They trie to find an murderer who kills women. The murdere is a diplomat. Because of his immunity they cannot do anything. So the sergant gets suspend but he tries to solve the case on his own. A woman helps him ih that she entice the murdere. But somthing is going wrong because she loses her microphone. So she is in danger. The showdown is in an train tunnel with lots o guns.

The story begins with a woman in the subway, when she leaves, a man is following her through a park and an underpass. She finds two policemen and ask them to help her. She goes on and the man kills the policemen.
Its not chronological but if i remeber well, the murderer kill also little babys and have the corps in an childroom.
An other scenario is on a fair.

Please help me! I really need to know!