As an update to Out of the Past (aka Build My Gallows High), a phenomenal film noir of the 40s with Kirk Douglas and Robert Mitchum, I also recommend Jonathan Glazer's debut Sexy Beast (2000), starring Ben Kinsgley, far from his role as Ghandi, as a vicious London gangster who arrives in the Costa Del Sol to bring back a retired ex-gangster, played, somewhat against type (he's the mild one), Ray Winstone.

I'm sure MMTH will corroborate this recommendation.