/Thread win
From Homicide: Life on the Streets: Bayliss, Kellerman and possibly Munch.
There was no “lead star” on the TV series, Third Watch, since it was an an ensemble show. But one of the primary characters was Officer Faith Yokas (not sure of the spelling), played by Molly Price. She was usually portrayed as an excellent and idealistic cop. And she committed a murder of sorts.
There was a Latino gang leader who’d committed a murder and gotten away scot-free. Yokas and her partner picked him up on the street later, cuffed him, drove him to a section of town controlled by a rival gang, then dumped him on the street and drove off, knowing the rival gang would kill him.
If that counts, then Brenda Lee (Leigh?) Johnson of The Closer certainly counts. And it looks like the chickens will come home to roost in the upcoming (and, I believe, final) season.
In the series Sharpe -
One episode he discovers the true nature of Officer Brand - who it turns out is a self serving mercenary - Once unmasked, Brand mocks Sharpe because he knows that he will go to a military tribuanl that will clear him, due to the corrupt way the class system works.
Noting that Brand is sitting on the edge of a well, whilst mocking him, Sharpe suanters past and shoulder barges Brand down - obviously leading to the latters demise.
Sharpe frags Sergeant Asshole when Asshole attacks Sharpe’s lady friend in the novels. Not sure about TV movies, though.
And it was about time, too!
In the film War of the Worlds, Tom Cruise murders Tim Robbins, with his (Cruise’s) 12 year-old daughter in the next room, aware of what Daddy was doing.
However, it’s not the final scene in the movie.
*Cold Squad*, (a Canadian series of which the CBS series Cold Case is a poor imitation) ended its run with……the lead character killing a suspect in cold blood. The victim is a serial pedophile rapist and murderer who is free because of a failure of the justice system. The build-up of the finale had been centered on the dilemma of her needing to protect him from a vigilante bent on dispatching him, which she does - rushing into a warehouse just in time to find the rapist bound in a chair with the killer ready to do the Dexter routine (pre-Dexter) on him. A crack shot takes out the killer, and then when the rapist is tearfully thanking her for saving his life, she puts one in him point-blanc. Roll credits, end of series.I was dumbfounded. “How the hell are they going to resolve that next season?” Naw, it was intended to end that way.
What kind of hero is he looking for?
First one I thought of was “Unforgiven.”
I guess “The Princess Bride,” too. Usually the hero accepts the villian’s surrender.
Right away I thought of Mal Reynolds in FIREFLY. This scene, in which he deals with the henchmen of a ruthless crime boss, sucked me into giving the show another chance. No pun intended.
I’ve been guilty, too, but see post #9. 
When I first saw this thread I thought of a scene in Terry Prachett’s Men At Arms. It took me a while to find it, because it is right at the end and I started looking on Page One, and when I did it turned out to be not 100% a match for the thread, but what the hell.
Vimes is held at Gonnepoint at one point in the book.
Later, of course, Corporal Carrot, Pterry’s (maybe) prototypical Good Man, gets the drop on the villain and kills him, of course, with hardly a word.
It does not really fit the thread because the villain still has a weapon in his hand, and so it is more self-defense than murder, but I still wanted to share. It is a wonderful story.
I don’t know if it’s the same one, and I read it long enough ago that my memory may be wrong, but I seem to recall the bad guy (maybe with sidekicks) going off to his house up in the mountains, and Spenser taking a little vacation - with a sniper rifle wrapped up in his sleeping bag. I don’t think we got any more details than that.
nd I guess I should finish reading the thread before I reply.
Well, if we’re going to count arranging for some bad guys to kill other bad guys, then we need to count almost every episode of the old Mission:Impossible series. Every week they saved someone from a crime lord or banana republic dictator, or retrieved secret data or whatever, and they always set the guy up to be in deep shit with his “friends”. I don’t recall whether the audience ever actually saw the retribution, but their deaths were certainly implied. Also, I don’t ever remember one of the team members directly killing anyone, but it’s been many years since I’ve seen it and my memories of it are patchy.
Boondock Saints has been mentioned already, but I think it fits the OP description more than most of the other replies. The brothers storm a courthouse, force an unarmed man to his knees, and shoot him in the head while he’s begging for his life. Then the credits roll.
Since it’s not a spoiler for Game of Thrones, the book (but a later book in the series) that wouldn’t have helped, either…
Not the main character, but definitely a good guy, at the very end of the Honor Harrington novel Ashes of Victory:
Citizen Admiral Thomas Theisman, after deciding that the Peoples Republic of Haven has seen enough show trials: “Good bye, Citizen Chairman.”
Also, the same book a few chapters earlier featured one of the most mild-mannered characters in the series kill off several thousand bad guys on her own initiative, with just a few quick keystrokes on her keyboard. Her explanation to her stunned commander? “Oops.” 
For bonus vagueness points, consider the first episode where Leonard Nimoy is brought in to replace Martin Landau: our heroes manage to get the inside information needed to foil an impending sneak attack, and then keep listening in on the bugged office where the two high-ranking men who could’ve leaked the information start accusing each other until a gunshot rings out; cut back to Jim and Barney in the van, and cue the last lines:
“The alliance is broken.”
“Who fired?”
“What difference does it make?”
IIRC, it was never the point of a mission – but if things went wrong, they were perfectly willing to break out a gun and start shooting in self-defense (at which point folks would of course fall down and stop moving).