The Immortal (1996)

Earth has become a playground for Demons, and only one man, the man who has walked their world for four hundred years, can detect and destroy them. That man is Keane Emerald, master warrior, Samurai, soldier, gunfighter and martial artist.
In 16th century Asia, Raphael Cain (Lorenzo Lamas) sees his wife slain and his daughter taken by supernatural villains from the underworld. He vows to pursue the demons through the centuries to kill them all and find his daughter, and with the help of a mystic, he is taught the magic -- and samurai swordsmanship -- it will require to accomplish this oath. His reluctant squire, Goodwin (Steve Braun), follows him through time and helps him in his quest. Now in the 21st century, Cain and Goodwin are joined by a psychologist, Sara Beckman (April Telek), who studies other-worldly anomalies. Cain will need all the help he can get because now the lead demon, Malloa (Dominic Keating), and his henchwoman, Vashita (Kira Clavell), are gathering power and making life in 21st century America very uncomfortable.