It tries hard to be...
...Bitter Moon.
Parisian setting and an overall very European feel, with a calculating hot lady seducing man (and woman?) left and right, in an erotic mystery-thriller with twists, and with Peter Coyote. :)
Though it fails to succeed, in my opinion. I liked it back then when I was around 17, and I still like it somewhat, partially, but as an overall story doesn't work for me. Spoilers: The magical doppelgänger and the "it was all a dream" twist throws an otherwise decent mystery out of the window. Also there were no real emotions involved. No chemistry between Romijn and Banderas, not to mention Coyote. While in Bitter Moon, even though the story was a complete mindfuck, it works on a deeply emotional level, and the story crawls under your skin, to make you think of it for days (and more).
I can't help to suspect De Palma loved Polanski's movie, and for that I totally don't blame him.
De Palma and Polanski both followed Hitchcockian paths. Polanski notably did it in Frantic, his previous movie before Bitter Moon. De Palma did it in the 70's more. So, it's kind of a... circle, I guess. :)
Anyway I love Frantic, and I love Bitter', and I appreciate the try with Femme'. Do you have any other movies in mind that you might add to this row?
PS: I loved the music in all three movies. From three masters: Morricone, Vangelis and Sakamoto all of them left this world in the past three years.