Here's what I remember:
Came out in early 2000s - saw it on an HBO preview weekend I think. Dozing while it was on so just saw bits and pieces.
Either Max von Sydow or Maximillian Schell (MS) - I can't tell them apart sometimes.
Plot was a weird doctor-type (MS?) and his son in some type of materialist hellhole mansion (because apparently only the rich can be twisted).
Son brings a woman home and there's weirdness throughout the movie about her seeing and hearing things she's not supposed to see.
At the end of the movie, it turns out she's not the first and MS is doing "things" to the women, something about their brains, I think it was a Stepford Wives kind of thing.
Final scene of the movie, or close to it - the son is in on it, she's strapped into a chair and they're about to do X to her, and she screams "I don't deserve this!" and MS says something very Nietzsche-an to her, can't remember what.