I like movies because I think they are our modern parables. Movies often have a worldview behind them, a point they're trying to make. Sometimes it's obscure, sometimes it's obvious. (Dude Where's My Car? is clearly neo-post-deconstructionist, for example.)
In Ronin Robert DeNiro is one of several mercenaries hired for a job. They are all former spies, agents, whatever from the Cold War, and now that it's over, they have nothing else they can do. "Ronin" were samurais without masters in feudal Japan, and there is a famous story about the 47 Ronin: their master was killed by another lord, thus disgracing and dishonoring them. So they plotted for a long time, and then finally killed their master's betrayer. The mercenaries in Ronin are in much the same situation: their masters, the causes to which they have hired themselves out, are no longer in need of their services.
An interesting part of the movie is when some French Guy (FrG) tells DeNiro (DeN) about the 47 Ronin:
FrG: And then one night they struck, slipping into the castle of their lord's betrayer, killing him.
DeN: Nice. I like that. My kind of job.
FrG: There's something more. All 47 of them committed seppuku -- ritual suicide -- in the courtyard of the castle.
DeN: Well that I don't like so much.
FrG: But you understand it.
DeN: What do you mean I understand it?
FrG: The warrior code. The delight in the battle, you understand that, yes? But also something more. You understand there is something outside yourself that has to be served. And when that need is gone -- when belief has died -- what are you? A man without a master.
This touches on the concept of religion. Religion claims that we are not made "for" ourselves, but for another. Since we're made this way, simply living for ourselves can never bring true happiness, joy, satisfaction, peace, etc. "There is something outside yourself that has to be served." As Augustine put it, "Our hearts are restless until they rest in Thee". Or as Pascal put it, there is a God-shaped hole in our hearts. We can try to fill it with other things, but only God can really fill it.