Kill Me Again (1989), directed by John Dahl.
This may be too subtle for me. Is it just low budget or an ironic collection of well-known scenes from pulp fiction?
We have:
A psycho killer and his treacherous girlfriend heisting mob money in the Nevada desert.
The private detective who owes the mob and would rather not have any more fingers broken. Would you believe he has a new gorgeous client who is in trouble?
Planning a fake death to help her disappear.
The mob wants to know who killed their man and took his briefcase full of money.
The old double-double cross.
You could assemble a lot of movies from those parts. It's all a bit half-baked, but worth seeing if you like the stars: Val Kilmer, Joanne Whalley-Kilmer, Michael Madsen.
Kilmer and Jon Gries reunite from Real Genius (1985).
Rated R for violence. Just a touch of passion, no nudity. According to the wikipedia article: "Originally dumped by the studio, the film was reissued into limited release after critical acclaim."
The original aspect ratio is 1.85 but my DVD was cropped to 1.33. Looks like that's the only version available in region 1; the PAL region 2 discs are widescreen but not anamorphic.
Later: Olive Films has produced a decent Blu-ray with the correct aspect ratio. No subtitles. The thumbnails are from that edition.