As the Shadow (2006)

Claudia, a single bored Milan travel agent in her thirties, takes evening classes in Russian and tries to get to know her teacher Boris from Kiev. Boris says that he is reluctant to get involved with his student, but asks Claudia to put up his beautiful Ukrainian cousin Olga for a few days while he is away on business. The women get along quite well, but Claudia is distressed when Olga disappears without taking her suitcase, money or passport.