Shadows And Fog (1992) - Woody Allen
A small and insignificant bookkeeper, Kleinman, is awoken one night by his neighbours who wants him to help them track down a strangler who has been killing people all over town. The citizens form vigilance committees, but when Kleinman has dressed, his neighbours have disappeared. Meanwhile a circus has come to town. Irmy and Paul are two of the artists. After a fight, Irmy leaves the circus in the middle of the night. Eventually she meets Kleinman, scared and alone.