I've only watched the first season but Westworld is worth a look.
As for the question itself, I think you have to look at it based on a few possibilities regarding consciousness. For the sake of simplicity, I'll assume we're talking about a robot that looks and behaves exactly like a human. I'll also leave out the question of the degree to which killing a human is immoral (e.g. self-defence vs death penalty vs murder and so on) and whether killing non-human animals is as immoral as killing a human. This topic is complicated enough already.
As I see it, the three main scenarios are:
1. We're certain the robot has the same consciousness as a human.
2. We're uncertain as to whether the robot has the same consciousness as a human.
3. We're certain the robot is not conscious.
In the first instance, I would argue that killing the robot is equally as immoral as killing a human. You're inflicting the same amount of harm in either case with full knowledge of what you're doing.
In the second instance I would argue that it's less immoral to kill the robot but is still something to avoid. Killing a human in this case implies certain knowledge that you're inflicting harm and are basing your decision on that knowledge. As the consciousness of the robot is unknown, you may or may not be inflicting harm and can't base your decision on certain knowledge. At the same time though, you're taking a gamble on whether or not your actions are harmful.
In the last instance, I'd say it's certainly less immoral to kill the robot. Your actions aren't harming a conscious being and you're fully aware of that. I would however be very wary of the mental state of somebody capable of physically killing something that's outwardly identical to a human.
The problem with all of this is that if something behaves and reacts precisely like a human, I would say that we're pretty much looking at scenario No. 2 by default. In a sci-fi story you can get around this by having technology capable of determining whether or not something possesses consciousness if that's how you want to write it. In reality, it's not so easy.
