One Good Cop (1991)

Artie Lewis (Michael Keaton) is an NYPD detective who believes in his work, loves his wife Rita (Rene Russo), and stands by his partner Stevie Diroma (Anthony LaPaglia). After a hard, violent day at work Artie and Stevie reassure each other that, though battered and bruised, they are "still alive".
Stevie is a widower with three young daughters. He is killed in the line of duty by Mickey Garrett (David Barry Gray) during a hostage situation. Stevie's daughters Marian (Grace Johnston), Barbara (Rhea Silver-Smith), and Carol (Blair Swanson) are left orphans with no relatives to turn to.