Affair, lost identity, a staircase leading to a blank wall

I would love any help recognizing this movie.  I believe it was early to mid 2000s, a European film, that I saw with subtitles in the theater.

The plot follows a male character who has a girlfriend but cheats on her with a married woman (who I believe was played by the same actress as his girlfriend).  From that moment, people in his life start failing to recognize him—the store clerk who always sells him milk, his landlady, etc., and he spends the rest of the film trying to recover his identity.

One memorable image involves his apartment.  Early in the film he climbs a staircase in his landlord’s house; at the top of the staircase is a door to an attic apartment.  Later in the film, he climbs the same staircase, but the stairs lead only to a blank wall; the door is completely missing.  When he asks his landlady what happened, she doesn’t know who he is and tells him there has never been an apartment in the attic.

After his girlfriend forgets who he is, he tries to find the married woman from earlier.  She is the last person who knows who he is, but she is staying with her husband and wants him to leave her alone.  I don’t recall the ending… I think he takes to the highway trying to find out what happened to him, to convince the married woman to help him… and then disappears.

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