Was thinking of the Magnum P. I. episode where Magnum kills Ivan, the Russian agent, in the final frame of the episode called (iirc) “Did You See The Sun Rise This Morning?”.
Any more examples where the “good guy” kills the “bad guy” in cold blood, and at the film’s (or book’s) final scene?
Sir Rhosis
Killing in cold blood does not neccessarily constitute murder.
That said, one of the best such scenes took place in the last episode of Season 5 of Buffy the Vampire Slayer. “She’s not like us.”
Lawrence Block has written a series of novels where the protagonist is a hit man.
Link. Click on BOOKS, then KELLER.
In a similar vein, Barry Eisler’s books are all about assassins of various stripes.
Well, there’s Dexter but… yeah 
Similarly, the pilot episode of The Shield has Vic Mackey shoot a cop in the face as a character establishing moment, but then it’s the anvillicious way the writers were telling the viewers that “this is not the good guy”.
OK, for a more straight example: James Bond does it all the time.
Here’s a very recent one from The Mentalist spoiler warning if it’s not too late.
All good answers, but am really looking for other examples more like the Magnum ep, as opposed to hit men or James Bond types. The villain taunts Magnum along the lines of “You can’t do it. It’s not in your nature to shoot an unarmed man,” etc. And we believe it until the final frame where Magnum asks if he saw the sun rise, then raises his gun and fires, freeze-frame, end of episode.
Sir Rhosis
Posted before I saw “The Mentalist” link. Will rent that film and remain spoiler free.
Major Game of Thrones spoiler ahead: [book]
Tyrion Lannister killing his father, Tywin. I don’t know if you consider Tyrion enough of a “good guy”, but the “you don’t have it in you” was definitely there.
There’s this scenefrom Firefly. Do I need to describe it?
I The Jury by Mickey Spillaine
I’ll look at the latter links. Game of Thrones – he didn’t do it with a jagged bottle, did he? Sorry… at least he’s okay enough to order another drink, right?
Sir Rhosis
Ripley.
I’ve seen all the Alien films, but am drawing a blank on which one she killed someone in cold blood in…
I believe Son of a Rich is referring to Tom Ripley from Patricia Highsmith’s novels, e.g. The Talented Mr. Ripley.
Unless I’m being whooshed.
^^^ Duh me, you’re probably right.
But by no definition is Ripley a hero. At best, he’s an anti-hero.
The MacManus brothers in The Boondock Saints. Of course, they’re killing scumbags, but it’s still murder.
Detective Murtaugh in Lethal Weapon II, though Rudd did just shoot Riggs.
Brad Pitt’s character in Se7en executed his wife’s killer at the end.
Jim Halsey kills John Ryder at the end of The Hitcher.
It’s a fairly common trope in action movies, although they don’t usually put it in terms of cold-blooded murder. Usually it’s a guy who has been put through hell ending the life of his tormentor. But, it’s still murder.
Yeah, but he’s got a license!
Han Solo…well, at least back in the 70s…
Killing someone who is holding you at gunpoint and threatening to kill you is hardly “cold blooded murder.”