It's been a few years since I've seen this, so the details might be a bit blurry but here goes! Movie was definitely made anywhere from 2000 to around 2011/2012
From what I can remember, the movie was sort of like a homemade documentary kind of film, though I don't think it was based on real events. It was a white couple who lived in a big city, possibly New York, and they were documenting these gang member guys with hand-held cameras, and following one around in particuar, I think even helping him out every now and then. Most of the film is set at night, if I remember correctly. I also remember one scene of a black guy standing next to a canal, maybe? Anyways, these gang members starts getting more violent towards the end of the film, and ends up kidnapping the girl cameraman and then the guy making the film is driving/walking around the same area screaming her name. At the end credits it says "she was never found" and "he stopped progress on this movie shortly afterwards" or something similar. Kind of a disturbing ending.