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I tried googling, and IMDb's quotes page for The Boondock Saints has a bit of dialogue that's kind of like that, but I don't know the scene it comes from well enough to tell if it really matches.
The Boondock Saints one seems closer, but in the goofy comedy The Villain, the hero Handsome Stranger has a 7-shot six-shooter.
Is it from an old ep of the Simpsons? The one where there's a cop show and one of the cops has the same name as Homer. I think this is a line from the cop show in that ep.
It's definitely not The Boondock Saints, I've seen both of those many times. It's some sort of spoof Western, I think, so The Villain is at least a reasonable candidate.
Ok, does anybody know the movie that a conversation after a shootout that goes something like this? :
Sidekick/bystander: "Nice work, you just killed 9 men with a 6-shooter" Hero: "I know, and I've still got 2 bullets left"