Promise
(2008)

A young couple, Jesse and Selene, drive out into the woods for a camping trip.  They accidentally end up on the property of a violent insane religious cult, where they witness the cult members kill a state trooper.  Selene is captured.  Jesse escapes into the woods, but promises Selene he will come back to rescue her.

The cult members have little fear of the skinny geeky college guy.  Two of them go into the woods after him. He ambushes one, and kills him with a rock.  Jesse takes the man's gun and kills the other pursuer.  Jesse returns to their compound.  Jesse goes all Rambo on them, killing several cult members.

Jesse rescues Selene.  As they escape, they  are confronted by Abraham, the cult leader.  Abraham shoots Jesse.  Selene shoots and kills Abraham.  (Jesse survived being shot in the chest or abdomen 2 or 3 times previously, but this shot kills him.)

Thanks Joseph C!