Burn After Reading
(2008)

After accidentally shooting Chad (Brad Pitt) in the head, Harry (George Clooney) leaves Mrs. Cox (Tilda Swinton) and storms outside. He confronts his follower who turns out to be a private detective following him for information as his wife is leaving him.  Now distraught he destroys the strange dildo chair he has made for his wife and goes to meet Linda (Frances McDormand).

After realizing that Linda was friends with Chad, Harry runs away screaming, thinking she's a member of the CIA, FBI etc.

Linda coerces her coworker (Richard Jenkins) into breaking into Osbourne Cox's (John Malkovich) house, whereupon a drunken Osbourne shoots him and murders him in broad daylight with a hatchet.

A conversation between two CIA agents reveals that Osbourne was shot on the street by another CIA operative who was tailing him, thus renderign him in a coma.  Harry is allowed to go to Venezuela after the CIA burns Chad's body.  Linda agrees to stay quiet so long as the CIA pays for her elective, cosmetic surgeries.

The disk was full of low level clearance information and Osbourne Cox's personal financial statements.

Thanks Atom 12!