I'm a Cyborg, but That's OK
(2006)

In a South Korean Mental Institute, two patients fall in love.  Young-goon thinks she is a cyborg who requires electricity instead of food.  IL-sun is a klepto who thinks he will shrink into a dot unless he brushes his teeth. 

IL tricks Young into eating with a lie about a "rice-megatron".  Young-goon then interprets a dream she has and believes that she is a nuclear bomb that needs to be detonated with a lightning bolt.  Young and IL go out into a thunderstorm with a lightning rod to catch a lightning bolt but IL has secretly insulated it with a wine cork.  When Young expresses concern that she will not detonate, IL says "Give up hope and cheer up". 

The two survive the night and the sun rises revealing a beautiful rainbow.

Thanks Don P!