I have a old western I remember as a kid. I have been searching for this for YEARS!
7 bothers went off to war they finally turn to crime and 1 by 1 began to get killed. Until the last brother is caught in a barn by the sheriff who finally lets him go

I think the movie your looking for is called, The long riders, It is an old western made in 1980, The brothers become bank robbers, because of revenge. If not well... srry I cound't help.

They aren't brothers; they're a group of friends. They do get killed one by one, and the last two are in that barn. I believe he had murdered someone, and they are closing in on him. He begs his friend to leave and to go back home. Or, he might have told him to go back to the girl they met along the way; I think she's played by Brenda Scott.

Journey to Shiloh (1968)
Starirng James Caan, Michael Sarrazin, Jan-Michael Vincent, Harrison Ford, Don Stroud, Paul Petersen, Michael Burns
IMDb synopsis:
At the beginning of the American Civil War, seven friends embark on a cross-country journey in order to join the Confederate Army.

Journey to Shiloh (1968) - IMDb (http://www.imdb.com/title/tt0063161/)

Here's the complete movie on YouTube:
Journey To Shiloh (1968) Whole Movie - YouTube (http://www.youtube.com/watch?v=CR9TmGGMZRU)