The lead takes first a woman hostage (the fiancee of a police officer hunting him). She falls in love with him and offers to help him escape the police by wearing his coat. She gets shot by the police by mistake and he feels really guilty about that.
Towards the end, he goes in a building where his enemies were and among other things, he ties one of the bad guys to a desk chair, taping a gun to his hand. When the police enters the room, the tied guy gets shot on the spot for looking armed.
The lead also ends up shot by the police, in the same building, after he gets his revenge I guess. Before he dies, he asks the officer about how the woman is doing and he tells him she survived the incident.
It's a 1990s movie I think.