So my memory is pretty bad, but.. i believe it was filmed in early 2000s. It's a movie about a reality tv type show where contestants are trapped inside a gorgeous villa and have to kill each other for money (I believe the protagonist was a young blond woman) Anyway, she wins (duuh), but there's a plot twist: she walks out of the villa with a bag of money in her hands, only to walk into another villa, with like 5-15 more paranoid people, each with a bag full of money in her hands.
The description you provided matches the plot in the wiki page.
Nine strangers have been abducted and locked inside a house. A mysterious voice called The Watcher (voiced by Jim Carter) tells them that they are to play a game: the last person alive can leave the house and win five million dollars. The film is presented with "live feeds" from hidden surveillance cameras, showing the nine people turning from cooperative escape attempts to a killing fest.
There are two alternate endings listed but I think this is the one you described:
In the second "originally intended" ending, as Lea leaves the house, she is >led into another house where she meets four people. Each of them has a bag of money. The camera zooms in on Lea; a fearful look grows as she realizes that the game is not over.
Well of coarse the saw franchise would be the ultimate answer to this but I'm guessing people want a more obscure answer so I would probably say 'the killing room' or 'exam' << although its not really about dieing but more about being 'disqualified' I strongly recommend those two.. if not then a third option may be a film called 'breathing space' where 10 total strangers have to kill each other in order to stay alive, also there some excellent twits and unique things that make it a one-of-a-kind film even though there are some other films with this storyline this film is so unique it will feel like you've never seen nothing like it...