I never heard of this, but it sounds really interesting:

An encounter with the fortuneteller has caused bland businessman Edmond to confront the emptiness of his life and marriage. His wife complains that the maid broke a lamp, and this seems to be the last straw, prompting him to flee the safe boredom of his home for the vortex of the dark city streets. The strangely liberating act of leaving his wife tilts Edmond into a free-fall that he mistakes for freedom. Stumbling into a local bar, Edmond meets a man who convinces him that sex is what he needs to solve his problems. To Edmond's surprise, hookers are expensive, the pimp he encounters is violent, and the guy running a three-card monte game is a cheat. Still, he wanders the streets, encountering big-city night crawlers, until finally he is robbed and beaten and left bewildered. 'We live in a fog, we live in a dream,' he declares. Screeching racial hatred, Edmond finds a kind of peace in living in that moment. Feeling freed, he goes home with a waitress, Glenna, but their riotous sex play leads to some very deep conversation. When the honesty topic is explored, Glenna refuses to engage, causing Edmond intense turmoil. He asks her, begs her, to rely on honesty, but instead pandemonium ensues. As Edmond spirals on towards personal disintegration, his racism and homophobia emerges -- and he freely expresses it. 'Every fear hides a wish,' he discovers.

I never heard of this, but it sounds really interesting:

An encounter with the fortuneteller has caused bland businessman Edmond to confront the emptiness of his life and marriage. His wife complains that the maid broke a lamp, and this seems to be the last straw, prompting him to flee the safe boredom of his home for the vortex of the dark city streets. The strangely liberating act of leaving his wife tilts Edmond into a free-fall that he mistakes for freedom. Stumbling into a local bar, Edmond meets a man who convinces him that sex is what he needs to solve his problems. To Edmond's surprise, hookers are expensive, the pimp he encounters is violent, and the guy running a three-card monte game is a cheat. Still, he wanders the streets, encountering big-city night crawlers, until finally he is robbed and beaten and left bewildered. 'We live in a fog, we live in a dream,' he declares. Screeching racial hatred, Edmond finds a kind of peace in living in that moment. Feeling freed, he goes home with a waitress, Glenna, but their riotous sex play leads to some very deep conversation. When the honesty topic is explored, Glenna refuses to engage, causing Edmond intense turmoil. He asks her, begs her, to rely on honesty, but instead pandemonium ensues. As Edmond spirals on towards personal disintegration, his racism and homophobia emerges -- and he freely expresses it. 'Every fear hides a wish,' he discovers.

You left out the best parts. It is written by David Mamet, directed by Stuart Gordon and William H. Macy heads a very solid cast. I saw this at the video store the other day, but already had specific titles I was going for, but I will be seeing this one for sure.