Heat and the gun scene in the first matrix, even though I didnt like the matrix series that much past the first one, the shootout with the cops was cool even though no deaths.
also the Wild Bunch the last monumental shootout.
Millers Crossing the shooting of actor John Turturro in the forest as pleads after his double cross.
Deer Hunter, the russian roulette scene in the Saigon gambling den.
My favorite though is Full Metal Jacket the scene when Private Pyle kills the Sarge and then shoots himself. That was an awesome scene!