I hate these threads where people talk about how funny a show is but then never mention its name. Someone mentioned Tom Wilson in one of their posts, so I think I found out where this comedy sketch is taken from.

The Good Shepherd (2006)

Richard Hayes: Tell us Mr. Wilson: Brother to Brother something that you've never told anyone before. Your most guarded secret. Something you will need to trust us with.

Edward Wilson: It was the Fourth of July 1925. I was six.

Edward Wilson: I was playing tag with a friend of mine and I tried to get away from him, so I ran up the stairs into my parents' room. And I hid in the closet.

Edward Wilson: I looked at my Father's clothes and hanging there was his Admiral's jacket. And then I heard a sound. And I saw my father. Edward Wilson: I must have made a noise because he turned and came into the closet and opened the door.

Thomas Wilson: Have you ever made up a story, Edward? Told your friends something that you knew wasn't true? And you know that if they found out, they wouldn't like you anymore? Why? Because you lied to them. You understand?

Edward Wilson: And he asked me if I knew what trust was. And I said, "Trust is when you feel safe with someone, like with my friends. Like with you and Mother."

Edward Wilson: And then he said, "Don't ever lie. Cause you lie to your friends they won't trust you. And you will have nothing. And you'll never be safe."

Edward Wilson: He told me to go downstairs and watch the fireworks because they'd started. And then he shut the door.

Edward Wilson: The sound of the gunshot was very different from the sound of the fireworks and even at six years old I knew that was a big, big difference. And there was a lot of blood. And in his left hand he held a note that was sealed.

Edward Wilson: I don't know why, but I took the note and I put it in my pocket. I always said it was an accident. It wasn't an accident. My father killed himself.