The murder spree was all in his head, and I expect it was helped along by the cocaine he was doing. I don't even think Detective Kimball exists, personally, and that all scenes with him, along with the hooker and girls Bateman killed, was dreamt in his head. I expect he did so while listening to music, and his thoughts and fantasies stemmed from that (as well as his monologues concerning the music). The scenes where people saw him with evidence of murder (like the girl in the dry cleaning shop, and the gay guy from work seeing Paul Allen's body) was also a dream sequence, that could show that he WANTED people to see that he was murdering people. As you'll recall, Paul Allen did indeed go to England, and the closet full of women did not exist. Further the people he killed, aside from Paul Allen, were all characters that wouldn't be missed, so to speak- mere aquaintances or minor friends and a hooker, so they could easily not even exist.