If villains were colours, Victor Zsasz would be decidedly beige.
In terms of the surreal world of Batman, he's a surprisingly conventional villain, armed with only a skill and need for murder. The fact that - homicidal tendencies aside - Zsasz is a normal guy is what makes him just so scary, as out of all the Rogues Gallery he is the one who could easily exist in real life.
His incessant need to tally his victims is yet more unnerving, as the only point at which Zsasz will stop killing is when his body physically cannot hold any more marks - and as this is the same guy who plans to scar inside his eyelid after killing the Batman, its likely that this murder limit is a very long way away.
With villains who use magical powers outlandish science to do evil, there's a level of safety for a reader, as at the least the subject of their terror wouldn't be possible in reality. Every time Zsasz is on page we are reminded that people similar to him exist in the real world, and that's perhaps a little closer to us than anyone would like.