Taxi Driver?
Suicide
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Yeah, hopefully Matts answer will help Mr Fong finish his 13 year late homework.
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In The X-Files: Fight the Future (also known as The X-Files: The Movie internationally) (1998), The Well-Manicured Man blows himself up in his car so that Mulder has enough time to save Scully in Antarctica. Also, earlier in the movie, an FBI agent Mulder and Scully work with on bomb squad detail acts as if he's going to defuse the bomb Mulder has just discovered, sending the other agents away, but instead allows himself to be blown up to help conceal a conspiracy (it's implied that he knows about the already-in-the-building corpses infected with an extraterrestrial virus), which sets the entire movie in motion because of the fact that Mulder and Scully are wrongfully blamed for his death.
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2:37 (2006)
I also agree that Suicide Club is right up the OP's alley. By the same director, Sion Sono, is a prequel movie called Noriko's Dinner Table (2005) which I highly recommend. Although there isn't as much suicide, I think it's a much better movie overall.
Also:
Lilya 4-ever (2002)
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