I remember seeing this movie at my friends house in the mid 90's. It starts with I think 4 guys who are friends, it's nighttime during the whole movie. I'm pretty sure they witness come guys murder people and the bad guys see them so they start chasing them. I remember them running on the top of buildings and jumping off roofs. In the end I think only one of them makes it, everyone else died.

Thanks :)

Could it be Judgment Night (http://www.imdb.com/title/tt0107286/plotsummary) from 1993 with Emilio Estevez?

That just might be it! I'll check it out and see :) It sounds about right.