Romeo Is Bleeding (1994)

Synopsis
New York cop Jack Grimaldi (Gary Oldman) has a nice home, a stunning wife Natalie (Annabella Sciorra), and a sweet, if stupid mistress, Sheri (Juliette Lewis). Jack also earns extra money by betraying mob witnesses to Mafia-boss Don Falcone (Roy Scheider). Assigned to guard the viciously sexy Russian-born hit woman, Mona Demarkov (Lena Olin), Jack is almost instantly seduced and allows Mona to escape. Falcone orders Jack to find and kill Mona, and threatens to murder him if he fails. Mona offers to pay Jack to help her eliminate Falcone and fake her own death. Several plot twists and turns later, Jack is left with his life in shambles. ~ Linda Rasmussen, All Movie Guide