The story is about a handsome alien/man visiting from another planet. He meets a woman and helps her fight a gang. In the end, he dies at the hands of the gang and his spirit returns to his planet. It was a low-budget film. I believe it is set in Los Angeles, but I'm not sure, and I remember that the woman was an artist who lived in a warehouse type of building.
1 Answer
Seems to be Alien Warrior (1986)
Plot
An alien from another dimension who is basically Space Jesus lands on earth to fight the "Great Evil" that has been unleashed on the urban wastelands of 80's Los Angeles. He builds a Ferrari out of junkyard parts and befriends drunks, street urchins, and hookers.