There’s a great sniper scene in the movie Full Metal Jacket where a sniper takes out one of the soldiers, and the rest of the squad is pinned down debating whether to rush out and save him.
You can’t easily recreate the same scene in 4th edition D&D. Instant kills are unpopular and combat tends to happen at short range. Still, it’s possible as a DM to create an encounter with long-range attackers.
Sniper as a warmage
The warmage was a concept formalized in third edition’s Complete Arcane. It’s an arcane caster who wears light armour and learns offensive and support magic through arcane military training rather than research.
Build such a creature by statting up a level 1 wizard with the war wizard build, using the quick NPC rules. Add some light armour to up his AC to around the average for his class.
The key here is to give him the Magic Missile spell, with an unusually long range of 20 squares or 100 feet. The latest version of this spell will only deal 2 or 3 damage, but they can use Stealth (given +6 from training and Dexterity) to hide immediately after they shoot, and a full level 1 encounter will have five warmage snipers working together for an automatic 15 total damage to one PC per round, enough to bloody a PC. If the enemies get close they switch to a spell like Stone Blood or scorching burst.
Sniper as rogue
The rogue (scoundrel) class can take the Sharpshooter Talent class ability, which grants +1 to attack and increases the range on a crossbow to 20 squares, or 40 at penalty. The advantage over the warmage setup is that they gain 2d6 bonus damage when they have combat advantage from being hidden, and they can hide every round after firing. For a rogue with 13 Dexterity, the average damage of 1d8+2d6+1 is 12.5 per hit.
The thing is, this might actually be very unfair. You’ve got an opponent 20 squares away that you can’t see, perhaps a team of five rogue snipers, and they’re hitting you for a third to a half of your HP per shot. The NPC rules allow it, but monster rules tend to hold to a certain balance.
Sniper as a monster
There’s no reason in 4th edition D&D to limit yourself to normal character rules for building opponents, even if your snipers are human. Simply start with any artillery creature of the appropriate level and work from there. Look for one that strikes at a very long range, and give it helpful terrain like a position atop a cliff. Count the terrain as part of the encounter XP budget, if it gives a strong advantage to the opponent.