It's a movie from late 90s, early 2000s, I guess.

To give the idea - it was a crime movies marathon for me - and I watched dozens of them in a week - the likes of: Smokin' Aces, Layer Cake, Thursday, Revolver...

But I don't remember much about this one

The only episode I remember is the criminal character (and his fellow) who starts telling his victim an off-the-track story - something that's totally out of the context; when the victim asks what the hell has it to do with it, the criminal seems disappointed/irritated and kills him.
It happens 4-5 times with different victims. It's like a recurring perk throughout the movie. Can't remember anything else, any ideas?

I understand it's the off chance try, and still hope it rings a bell