I would suggest that a real interesting film to connect to The Pillowman would be The Night of the Hunter. One level of comparison between both works would be how children are viewed. Rachel Cooper's redeeming words at the end of the film about how children "abide and endure" could be set against what Katurian experiences. The vision of children that Katurian draws out is one that offers a different angle to what Rachel suggests. In Katurian's inversion of the Pied Piper narrative, the child abides by the social norms of generosity and kindness, only to find himself victimized and then unable to keep up witht he rest of the children who leave with the Pied Piper. This idea of abiding and enduring can be set against the film with interesting analysis.
Another comparison between both works would be how emotional bonds impact some of the most horrific of actions. Powell's role as stepfather and second husband does not limit him in committing atrocities, while Katurian does not allow his own bonds to prevent him from acting in what he knows as right. Interestingly enough, Michal chooses to endure abuse and suffering so that his brother can be successful. In both settings, what Reverend Powell would describe as the battle between "love and hate" is seen on a personal realm, influencing the actions taken in this realm.