The Outer Limits
Anthology series of composed of distinct story episodes, sometimes with a plot twist at the end, with occasional recurring story elements that were often tied together during season-finale clip shows.

Season 5 · Episode 22 ·
Better Luck Next Time
In a warehouse, two men are fighting for possession of a gun. During the struggle, they mention various connections to earlier struggles between them. One of the men is finally able to get the gun, declaring himself the winner, and then promptly shoots himself. While he is dying, a blue energy being comes out of his chest. Before the surviving man can escape, the police show up and arrest him.
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Episode 22 of season 5 of The Outer Limits: “Better Luck Next Time”. Aired 1999-08-20. Watch it online free on ZapFlix.