Midnight Blue (1997)

Shortly before he moves from New York to Los Angeles a banker visits his Atlanta branch. One evening he is propositioned, by a high-class call girl. Their night of passion leaves him besotted, but he is unable to find her again even with the help of a private investigator. In L.A. he is introduced to his boss's wife and is sure she is his lady of the night. But she insists she isn't.