I rented this film in the early 2000’s.  It was in color, and may have been a Japanese film, but I can’t be sure.  The plot involves a series of murders, where the “killer” mysteriously gets other people to kill.  After the killings, this man disappears, and the people cannot remember why they killed who they did.  The first murder is a regular customer killing a prostitute.  When the police show up, the man is distraught because he has no memory of the murder.
Before the second murder, a man meets the killer on a beach.  The killer says he is lost, I think, and so the man takes the killer home with him.  The man’s wife is asleep upstairs while the two of them engage in a strange conversation.  I think the killer mentions the color of the man’s wife’s niughtgown.  The man kills his wife, and then tries to kill himself when he realizes what he has done.  He first tries to kill himself by throwing himself out a window.  he then tries to kill himself in the police station by running head-first into a wall.  The cop chasing the killer has a sick wife, and eventually catches up to him.  However, I think the killer ends up escaping.