The scene is as follows: A guy is in a building (brick building) he has bars on his window. I think he could be in a jail of some kind. Below him on the street he has a conversation with a person. They never see each other. My memory tells me that he has conversations with this person multiple times
Law Abiding Citizen (2009)?
“The House of D”?
https://en.wikipedia.org/wiki/House_of_D