Carlito's Way (1993)
Al Pacino plays Carlito Brigante, a Puerto Rican ex-con back to the streets after spending a long time in jail. He wants to get out of the game, but his ex-mates try over and over to get him back to the job.
Carlito tries to go straight, managing a nightclub to raise enough money to flee to warmer places. But his lawyer tricks him onto dirty stuff and Carlito has to get back to business.
Carlito's Way was directed by Brian de Palma, based on Carlito's Way and After Hours by Edwin Torres and adapted to the big screen by David Koepp (Jurassic Park, Toy Soldiers, Mission: Impossible). The remarkable cast includes Sean Penn as the lawyer, Penelope Ann Miller as Pacino's love interest, John Leguizamo and Viggo Mortensen.
The movie features an splendid climax in the Grand Central Station in New York. Brian De Palma apparently loves big action scenes in train stations, like the Battleship Potemkin homage in The Untouchables on the Chicago Union Station.
note: Thanks to Catchpole for the station correction