What movie am I thinking? There is a radio shock jock who pisses all his listeners off. One kills him later.?

The main shock jock takes callers and basically insults them all night long. They threaten him and he loves it. He at one point he invites one of the weirdos onto his live show. Later that night or soon after he gets out of work and some other listener meets him in the parking lot after his nightly show. He asks for an autograph or something and then shoots and kills the main shock jock. He dies and the movie ends. I thought the main actor was John Turturro, but I check all his movies and don't recognize it. I saw the last half of this on HBO probably 2 or 3 years ago. I remember it being good. Any help would be great.