This movie, Seven Psychopaths, was written and directed by Martin McDonagh; the main character is "Marty" and he's working on a screenplay for a movie titled Seven Psychopaths.
You see what they did there?
Anyway, Marty (played by Colin Farrell) is buddies with Billy (Sam Rockwell). Billy is fond of playing a scam with his buddy, Hans (Christopher Walken), where they snatch negligently-attended dogs, wait a few days, then swoop in to collect a reward for returning them. This goes pretty well until they swipe a shih tzu belonging to a murderous bad guy, Charlie (Woody Harrelson).
And there are a few more psychopaths involved. (The movie helpfully numbers them as they're discovered.)
In addition to being all meta and self-referential, the movie's very violent and profane. (MPAA: "strong violence, bloody images, pervasive language, sexuality/nudity and some drug use") But there's also a lot of funny stuff, mainly the semi-deranged things the characters say in incidental conversation. (A very convincing refutation of Gandhi's quote "An eye for an eye only ends up making the whole world blind", for example.)