I'm sure this is very frustrating and aggravating for you. Some of what you describe is probably actually normal behavior. My four year old has gone through phases in which she is quite interested in death. She knows about heaven, and as her young mind processed it, she would sometimes say to me she wanted to die (meaning because she wanted to go to heaven). Needless to say, this was very disturbing to me. However, she didn't mean it in a bad way. She was just processing ideas and incorporating information. She also gets defiant, stubborn, and somewhat rebellious at times, all of which I feel are within age appropriate boundaries.
It's unfortunate you cannot control all of what your son watches. However, you can help him learn what is appropriate and what is not (and why it matters). Perhaps he'll be a good example for his dad.
My boys (ages 9 and 10) sometimes say or act out things I find violent and they consider interesting "action." I think the best talk we've ever had about it was when I taught them about compassion. One of the major problems with so much violent media is that there is no compassion, which makes it seem like there are no consequences. Ask your son to think about how he would feel if his favorite toy got lost. Could he imagine how his friend would feel if he/she lost a favorite toy? Would he feel bad for a dog that hurt its leg? Wouldn't it be sad if someone he loved was injured or died? Point out to him that these feelings are called compassion. When we look at violence from the point of view of the impact it has on others, it makes us more likely to feel compassion and less likely to condone the violence. Perhaps he can begin to understand that.
There is a magazine called The Friend that I love to read to my children. It has great stories that teach morals in an appropriate way for children. It is so much easier to get the values I am trying to teach across through stories than by lecturing. These are my children's favorite bedtime stories, and I love what they teach and how it is based on stories of children their ages. You can read it online (no sign ups or logins required). You can read by issue or do a search for subjects of interest. Here are some stories that pulled up when I searched for "compassion."
http://www.lds.org/Static%20Files/PDF/Magazines/Friend/En...
http://www.lds.org/Static%20Files/PDF/Magazines/Friend/En...
http://www.lds.org/ldsorg/v/index.jsp?vgnextoid=21bc9fbee...
http://www.lds.org/ldsorg/v/index.jsp?vgnextoid=21bc9fbee...
To see the magazine issues, you can go to
http://www.lds.org/ldsorg/v/index.jsp?vgnextoid=1d2f083ff...
I hope this helps. Good luck.