Since I only caught the very end of the movie, almost everything I remember is a spoiler.
There’s a young woman who’s in some kind of intense situation. She has a love interest, maybe her boyfriend. (They both look like models, but that’s very common.) At the end of the movie, she goes home (if it’s her home)–that is, she goes right outside it, maybe on the street. He strokes her hand or hugs her or something, seemingly to comfort her–then he wrests her gun out of her hand, she says “No!” and he shoots her. It may smash-cut to black then. (Made easy because she trusts him and isn’t expecting it.) The next scene, he’s in Rio de Janeiro, seducing his next victim in a bar (or maybe a restaurant or something). We see a long spinning helicopter shot of Rio, with the Jesus statue that’s cut from the mountain, then we see the inside of the bar.
Also, I saw in the credits that it was filmed in Salt Lake City. Color, live action, speaking English, appeared to be ’80s or later. I saw it many years ago, so it’s probably from before 2006.