Frank Miller's Sin City

Segments 1 & 4: Hartigan (Bruce Willis) shoots off Junior Roarke's (Nick Stahl's) hand and and genitalia, but Junior comes back eight years later as the Yellow Bastard, still intent on raping and killing Nancy Callahan (Jessica Alba). Hartigan kills Junior, sends Nancy back to her home, then kills himself, knowing that she will be forever safe once he is dead.

Segment 2: Marv (Mickey Rourke) kills Kevin (Elijah Wood) and Cardinal Roarke (Rutger Hauer), but still takes the fall for the setup. He is executed in the electric chair (it takes multiple attempts before he actually dies).

Segment 3: Dwight (Clive Owen), Gail (Rosario Dawson), and her posse kill Manute (Michael Clarke Duncan) and his gang, and get away with the killing of Jack Rafferty (Benicio Del Toro). Becky (Alexis Bledel), the rat, survives with a broken arm.

Prologue and Final segment: The (Sales)man is a killer for hire in Sin City; after killing the Customer (Marley Shelton) in the beginning at her own request, he is preparing to assassinate Becky at the end.
Thanks, Herbmeistr!