The first UK children's programme to feature a murder was Tottie: the story of a dolls house. This was one of Oliver Postgate's lesser known programmes (he also brought you Bagpuss, the clangers, Noggin the Nog and Ivor the Engine)

It still haunts my dreams. Non-murder (but still frankly terrifying) clips ahoy:

http://www.youtube.com/watch?v=8aEF-1qr4CU&feature=related
http://www.youtube.com/watch?v=APuI_BJSFmo&NR=1