The Bothersome Man
(2006)

Andreas arrives to strange city, appearing to have no memory of how he came to be there, and is presented with an apartment, a job, and soon thereafter, a girlfriend. 

He is dissatified, however, as the city is a colourless and emotionally empty place with no vitality.  Food and drink have no taste, there are no children, and the people are passionless and eerily calm. 

Andreas throws himself in front of a subway train and not only does he not die, but his girlfriend takes no notice of his bloodied appearance.  Andreas finds Hugo, the only other person who is unhappy there, who shows him a crack in the wall of his cellar through which music can be heard.  With Andreas leading, the two begin to excavate the wall, eventually seeing light, smelling "nice smells" and hearing children's voices from whatever is on the other side. 

City officials arrive just as Andreas breaks through to a kitchen full of colour, bright sunshine, and delicious food.  They take Andreas away.  A group of people tell him that everyone is happy in the city and they have everything they want, but he doesn't respond.  He is taken to the meeting place where he arrived and put in the luggage compartment of the bus that drops off new arrivals, and the bus departs.  When the bus stops moving Andreas breaks free and leaves the bus to a place with howling wind and white light.

Thanks Taiga!