Into the Deep's Peter Madsen was caught after breaking out from prison in 2020

Into the Deep is being hailed as one of Netflix's best true crime documentaries, but the story it depicts actually took another turn in 2020.

Wall had come aboard his submarine for an interview, and after her initial disappearance, a murder investigation was launched when her remains were found on a beach 11 days later.

But two years after being convicted, Madsen attempted to escape from the Danish prison where he is serving life for the murder.

The killer managed to briefly escape from prison after threatening an employee with what appeared to be a gun and explosives, however, he was quickly apprehended by armed police just minutes later.

Madsen had attempted to escape by jumping into a white van.

He had threatened the prison employee with an object that looked like a pistol, and bomb disposal experts had to be called to the scene when authorities noticed a belt around his waist.

It ultimately took an hour and a half to detain him again and this actually involved the use of a bomb disposal robot for safety reasons.

In Denmark, a life imprisonment means that a person will spent at least 17 years behind bars, Danish Public TV revealed.

Justice Minister Nick Haekkerup said at the time of Madsen's escape: "It goes without saying that prisoners on life sentences who have committed the worst crimes imaginable should not be able to slip out of the hands of authorities."

Into the Deep depicts the former engineer around the time of the killing and contains disturbing footage which includes him joking about whether or not he is a psychopath.

Madsen was ultimately convicted of murder in 2018, when, after initially trying to cover up the murder, he admitted to taking the acclaimed journalist's life.

He tried to claim Wall's death was accidental before revealing that he killed the 30-year-old and disposed of her remains in the Baltic sea.