The movie is from approximately ~2002 (maybe 98-05). I think it was set in London. The part I remember the best is that the protagonist falls in with sort of a gang/community of homeless junkies (or maybe just homeless kids) who live in abandoned tunnels below London (basically ‘mole people’). The gang members sell heroin for their leader, who is some old guy. Somehow the leader is murdered (I think by some mobsters who come into the tunnels) and the protagonist gets the heroin stash and runs off with his junky girlfriend.
I believe the movie starts and ends with the protagonist narrating from a snowy hut in Greenland, where he fled to with some money at the end of the story. The movie is a fairly weird and mysterious story from what I remember, not quite Peter Lynch weird, but still pretty strange.
I thought it was starring Ewan McGregor, and maybe Pete Postlethwaite as the gang leader, but apparently not, since I already searched through their filmographies.