I saw this on tv in the mid to late 90s. The scene takes place in a bathroom. A man is pointing a gun at a woman taking a bath. The woman says something that I can’t remember. She may have been cracking a joke/insulting the man. The man cocks his gun. The scene cuts to outside the bathroom door, the sound of the gun firing can be heard.
Léon: The Professional (1994)
https://www.imdb.com/title/tt0110413/
Nope, doesn’t look like it