Not just uncaught murderers, there are a lot of people who have killed without legally being considered murderers.
People who killed people in accidents such as driving accidents or hunting accidents
People who killed in self defense
Soldiers who killed enemy soldiers
Executioners
Police officers who have killed on duty
Doctors and nurses who have made mistakes that accidentally killed patients
My ex-brother-in-law killed a family of four while DUI. The cops really screwed up the investigation so he was able to get the charges down to a minor moving violation. He never saw the inside of a jail.
When I was in high school a friend of a friend that I knew and had hung out with at a couple of times was a serial killer/rapist. He was one of the last people executed by that state.
Edit: My grandfather killed some Nazis in WW2. Several former coworkers killed people in the line of duty as soldiers. And, I worked as a records clerk at a nursing home, so I knew several doctors and nurses that had taken people off life support.