In the New York Times, Stanley Fish discusses revenge fantasy film:
"The formula’s popularity stems from the permission it gives viewers to experience the rush violence provides without feeling guilty about it. [...] Once the atrocity has occurred, the hero acquires an unquestioned justification for whatever he or she then does; and as the hero’s proxy, the audience enjoys the same justification for vicariously participating in murder, mayhem and mutilation."
Revenge fantasies do not just provide images of moral violence for audiences. They also provide images of effective violence. Again and again in film, we see violence working to solve problems; in film, violence often works to save the day, to eliminate evil. But that's our fiction. In reality, violence begets violence, and rarely offers a clean story of good overcoming evil. We don't have an end of the film--the consequences of violent acts, however justified they appear in the short-term to the party carrying them out, usually linger on for a long, long time.
Two notes on the subject (unrelated to each other). First, the belief that Christianity forbids any sort of violence is a minority position within Christianity, but that Christ forbids revenge is, I think, orthodox and uncontroversial Christian belief. When Jesus preaches forgiveness of enemies, revenge is not an option. Second, William Shakespeare's Hamlet may be the most revered work of literature in the English speaking world, and this play can easily be read as a deconstruction of the revenge fantasy. To the very end, the play makes ambiguous the justice and efficacy of revenge.