Lost Highway (1997) on Netflix

The jazz saxophonist, Fred Madison, is married to Renee and they live in a comfortable house. Fred is suspicious of Renee's relationship with her friend Andy. One morning, Renee finds a videotape on the doorstep of their house with footage showing the inside of their house. They call the police, but the two detectives do not find any clues. Fred and Renee go to a party at Andy's house and Fred has a bizarre encounter with a mysterious man that tells him that they have met before and he is at Fred's house. The upset Fred calls Renee and they go back home. The next morning, Fred finds another videotape and when he watches the film, he sees a bloodbath with Renee murdered in bed with him. He is found guilty of murder of first degree and sentenced to the electric chair. While waiting in the death row, he morphs into the efficient mechanic Peter Raymond Dayton and is released from prison, but followed by two detectives. Pete fixes the car of a powerful and dangerous gangster Mr. Eddy, and when he meets his mistress Alice Wakefield, things begin to get even more complicated.