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Movies like Cut (1998)

A partially-clad woman is gagged and tied to a bed; her captor menaces her with a knife. Will he cut her? A man, whom we soon learn is named Paul, breaks through the door and shoots her captor. But she may not be free yet from torment. Paul may have his own sadistic streak. She's rescued by an unexpected source. Then we follow Paul through a series of stories outside stories, until we wonder if we are ever going to reach reality. So, it seems, Paul wonders as well, as we follow him in interactions with a make-up artist, a director, children on a playground, and passers-by on the street.