John Willie Holden, 52, shot himself in Hull's Kingston Park shopping centre last Thursday after running from a jeweller's shop.
Holden, from Doncaster, South Yorkshire, is believed to have murdered a man and wounded three other people last July in Fuengirola, Costa Del Sol, Spain. He is also thought to have shot a British man dead in the Algarve in Portugal in 1993.
The Fuengirola murder victim was 34-year-old Glaswegian Gerry McDonald, who had an argument with Holden in a bar. Holden left the bar and returned five minutes later with a handgun.
He shot Mr McDonald dead, and then turned the gun on his girlfriend, Christine Phillips, 38, from Cannock, Staffordshire, and the two British owners of the bar, David Williams, 28, and Brian Greatorex, 46.
All three were seriously injured but have since recovered.
At the time, police said they were looking for a man called Big John - Holden's nickname.
Holden is also believed to have been responsible for the murder of Andy Bonsier, 31, from Kenley, south-east London, in Quateira, Portugal, in October 1993.
He was found dead on the Algarve resort's beach with a single bullet wound in the back of his head. The last person he was seen with fitted Holden's description.
Holden is known to have travelled using false passports and was married to several women. Detectives want to speak to any women who were married to or knew Holden.
Detective Superintendent Geoff Walker, who is leading an investigation into the robbery, said Holden was also wanted for a series of crimes in his home town and in Derbyshire, and had failed to turn up at a robbery trial at Doncaster Crown Court.
Two men seen around the jewellery shop around the time of Thursday's robbery have still not come forward and police now believe they may have been Holden's accomplices.
After the robbery failed, Holden hit the shop manager over the head with an iron bar before fleeing, shooting at chasing police as he ran.
He finally stopped outside a toy shop in the shopping centre and shot himself in the head. His body was found with an automatic pistol, more than 40 rounds of ammunition, a two-way radio and a canister of CS gas.Reuse content