There was a movie in which a married man knew an attractive woman in a train (I guess), and they went to an discrete hotel to occasionally have sex. They kept doing this till, one night, a criminal entered the room with a weapon.
I can't remind all the details, but... The guy rapes the woman and asks for money, then he blackmails the married man, or something like this. So he tries to get help from a policeman to deliver the money, but the criminal kills the policeman, and keeps blackmailing him, arguing that he didn't really give the money, as he had to kill to get it.
I'd guess it's a '90's movie, but it might be newer than this, not sure. I can't remember the movie's name, and would like some help.