The Road

The Road is completely about the man and his son, and how they are always walking down a road. While the act of walking down a road may be mildly dull, there are dark ideas that really make a person think. Look at the man's love for his son. He can be seen as one of the best fathers in the world: gives his son everything, protects him, and looks out for him. No matter what, the man's priority is always his son. He ended up shooting a person because he threatened his son, and he abandoned another child because the man knew he couldn't look after two kids.
At the same time though, his love is slightly obsessive. The man frequently thinks about how the boy is the only thing in his life that keeps him going. The boy even asks his father what he would do if the boy died, and the constant reply is he'd die too. They even have a plan worked out. The gun is intended to allow a quick end in case the pair ever gives up. Whenever the man has to leave the boy behind, he gives him the gun with the words "You know what to do." Aka. Avoid being captured by the bad guys. The man may not want to leave his son to be left behind. There might not be much to live for, but society can always rebuild, and with so few people left on Earth, every single person becomes important.