Movie about cops, a closeted ex-military guy, a reporter, and the CIA?

Hello everyone:

I hope I'm following the rules!

I don't even know why this movie popped into my head, but one of the main characters gets shot and is crawling away and is shot a final time and dies. An ex-military guy, and a cop are up against a secret crime organization (maybe CIA?) Ex-military guy might be a cop; he dresses mostly in t-shirts, jeans, and boots. The other cop is advised not to team up with the ex-military cop because he’s got a bad reputation. The ex-military cop has a wife or a girlfriend, he has PTSD from being in the military and had a gay experience during that time. One of the guys in the CIA was ordered to enter into a sexual relationship with the ex-military guy and he's blackmailing him for information; at some point the CIA ambush the ex-military guy, and he kills most of them, escaping through a door only to be shot and killed by the head guy. All the main characters get killed one-by-one because they’re searching for something or trying to solve a crime. The movie ends with the cop getting killed in a shootout in the woods by a tall, thin, dark guy and other shooters. There’s a female reporter who lives to tell the story.

I think you're actually describing a second season of the show True Detective.

There is a closeted ex-military guy who is blackmailed, a secret organization. The other cop is played by Colin Farrel and he really ends up in a forest at a certain point. Anyways, I think that you just saw one of the last episodes, I can't really tell which one.

Let me know if that's it.

YES! YES! YES! YES! YES! O, my God - yes! Thank you so much!

You're welcome. In case you're not familiar with it, you can watch both seasons of the show independently as they are not really connected (directly, that is). Many people think that season 1 is better, but I think that the second season also has its charm, especially Vince Vaughn's acting. He's becoming a real actor nowadays

Agreed. I feel both seasons were great for different reasons. Vince Vaughn was quite extraordinary, as were Farrell, McAdams, and Kitsch. Interesting because I don't think either of them are widely accepted as portrayers of serious dramatic roles.