House of the Rising Sun

About House of the Rising Sun: Ray, an ex-cop, is starting a new life looking to stay out of trouble. One evening, on Ray's watch, the nightclub he works for is robbed and the owner's son is shot dead. As his criminal past is exposed Ray hunts for the person responsible for this crime in an effort to clear his own name. Ray must get to the bottom of this as both the mob and cops start to close in on him as their target suspect.

They took his badge. He kept the gun.