At Close Range (1986)

Two brothers stuck in an impoverished household; their father, a notorious professional criminal, drifts in every now and then to leave them some money, but he never stays. The boys are intrigued by their father and his criminal lifestyle, his money, and his girlfriends, and want to get closer to him. Eventually, the father agrees to plan petty heists for the older brother's gang. The father's truly evil nature is revealed when he willingly sacrifices his sons to save his own life.