Nothing Underneath (1985) on Netflix

A park ranger from Wyoming, whose twin sister is a fashion model in Milan, Italy, strongly senses that his sister is in mortal danger. Once he arrives in Milan, he discovers that his sister has disappeared.

A serial killer roams the city of Milan, Italy, using scissors to assassinate and kill top-models. A park ranger from USA arrives in the city to protect his sister, but realizes that she has vanished. He starts searching for her, meeting with a lot of people and getting to know the (sometimes dangerous) world of international jet-set. But soon the killer will search for him too...