Movie where the main character dies carrying the girl (gets shot in the back) at the end?

movie where the main character dies carrying the girl (gets shot in the back) at the end? do you know it? i think the hero works as a taxi driver (not the movie "Taxi Driver"!), and he's a war veteran or something. The girl is a prostitute friend who is held hostage in a building. After the entire action showdown of killing all the mobsters in the building, the hero is exiting carrying the girl in his arms, when a baddie comes out from the shadows behind and shoots the hero in the back unexpectedly. this is the ending of the movie. what's the title?