It seems to be an 80s movie, or maybe even 70s. At the beginning, a police officer goes home, and finds his wife naked in the house. They proceed to make love in bed. Some time later, the wife (still in nude) is killed by an intruder, probably a criminal that the officer is already after. The officer teams up with some other officer, and they try to catch the criminal. I just remember the other officer asking: "why are you so persistent about catching this guy?" To which the first officer replied: "because he killed my wife!"

Any ideas?

Blue Lightning maybe ?

The plots may be similar, but I don't think Blue Lightning is the one. In BL Danny Lee plays an ex-cop, it's his former wife that is killed at the beginning, and he goes after the villain at the request of his son. The other cop is played by Tony Leung Ka-fai. If all this strikes a chord, then maybe you have a match after all.