Okay, this is a movie I watched back when I was in school so, 2003-2008, on TV. Maybe HBO (India). The actors weren't recognizable, and I wouldn't imagine it was terribly high budget.
Guy's wife/lover has chained him up in the basement because she doesn't want to lose him... he manages to trick her into undoing the chains and then he ties her up in it and he goes out to a bar, where he picks up a girl and brings her back to this house... the wife manipulates the girl into letting her go.. she does so.. and.. I don't know, the guy is unconscious .. when he wakes up, his wife is gone, but the girl from the bar is there and he's in chains again...
I'm making up some parts for it to seem coherent... but my memory of it is pretty much like how you'd remember dreams you dreamt in your sleep... it's hazy. However, I am sure about the ending being a twist. It didn't have the feel of a thriller/horror... and with that twist ending... was prolly drama/comedy.
EDIT: Serious Moonlight isn't it, although plot wise, it does hit some of the notes... I should mention that the setting, in general seems like small town America... none of the luxury seen in Serious Moonlight, more asphalt and trucks.