It was about a woman who met a man at her gym, they formed a relationship over a period of a few months then he turned abusive. Then he later murdered her.

It turns out, he used to be a cop and even had a record of domestic abuse. I believe he was later found dead somewhere in Mexico.

Ring any bells? I am pretty sure it was also broadcast on the newer (SpikeTV) edition of UM.

I vaguely remember this segment you're talking about. I can't recall any names right now but I remember the guy being a short stocky/bulky guy and the update wasn't on the Stack episodes about him being found dead but I do remember seeing it on Spike...but then again I might be mixing up two cases.

His name was John Patrick Addis. The case was featured on both UM and America's Most Wanted.

http://www.amw.com/fugitives/case.cfm?id=24462