What movie was Mark Wahlberg in where he was a police detective and his wife had just died or been killed?

Mark Wahlberg starred in the movie "Fear," where he played a character named David McCall. However, the film that fits your description more closely is "The Other Guys," where he portrays Detective Allen Gamble, and his character deals with personal loss, although it’s more of a comedic take. If you're referring to a more serious role, it might be "The Departed," where he plays a police officer involved in a dark storyline, but his character does not deal specifically with the death of a spouse.