Besieged
(1998)

Shandurai (Thandie Newton), who lives in exile in Italy, learns that her husband has been freed from jail in Africa and is coming to her very soon. On the evening before the planned arrival, she and her employer, love-sick pianist Mr. Kinsky (David Thewlis) get drunk (separately).

In the night, she wakes up and goes into his bed. The next morning, her husband arrives and rings the door bell many times. She is shown to be naked, doesn't open the door, and the pianist is still sleeping.

Thanks Tilman!