KRANK, That sounds like SKY HIGH.... Check it out...Date of release around 2003 and it was the cop's fiance - not his wife.
Story: Officer Kanzaki (Shoshuke Tanihara) is after a serial killer, who removes the heart of his victims. When Kanzaki's longtime girlfriend Mina (Yumiko Shaku) is killed at their wedding ceremony by the same guy, Kanzaki has a breakdown. Now, he goes after the murderer of his wife on his own, showing no mercy.
At the meantime Mina's soul arrives at the "Gate of Rage". The guardian Izuko (Eihi Shiina) tells her that she has three choices. First, she enters paradise and gets reborn after some time or second she returns to earth and haunts humans. The last possibility for her is to curse her own murderer, yet this also means that one gets thrown into hell till the end of time.
Mina uses the time she is given to make up her mind to prevent her friend from killing her murderer. That is because those who kill another human being are thrown into hell for evermore.
Kanzaki is right on the trail of the serial killer. Actually, it is the billionaire Kudo (Takao Osawa) and his secretary (Kanae Uotani). Kudo wants to resurrect his dead wife with the help of an old demoniac ritual. But for this he needs the hearts of the former guardians of the "Gate of Rage", which once was Mina's duty, too. A deadly chase commences and nothing less than the end of the world is about to be the future outcome...