The Three Burials of Melquiades Estrada
(2005)

After Border Patrol agent Mike Norton (Barry Pepper) accidently kills illegal immigrant Melquiades Estrada (Julio Cedillo), Pete Perkins (Tommy Lee Jones) kidnapes Norton, forcing him to help carry Melquiades' body back to his hometown in Mexico, honoring Melquiades request to be brought back to his family.

However, upon arriving in the supposed hometown, Pete interviews the locals, and realizes that Melquiades was lying about having a family; everything he had said was due to homesickness and boredom. Nonetheless, Pete decides to honor Melquiades' memory by forcing Norton to bury Melquiades.

In the end, Pete simply rides off on his horse, unable to return to the U.S. now that the authorities are searching for him. Norton is left to find his way back.

Thanks James F!