We Own the Night
(2007)

Robert Duvall's character, who is the Chief of Police is killed while transporting his son Joaquin Phoenix in protected custody. Phoenix and Wahlberg work the drug case, and finally surround the Russians at the end as they are making their last big drug deal. Phoenix shoots and kills the Russian drug dealer and arrests his father (the club owner.)

At the very end Phoenix graduates from the Police Academy, following in his father's steps.

Thanks, Brian!