The Thirteenth Floor (1999)

On the 13th floor of an LA office block, Douglas Hall and Hannon Fuller have created a virtual simulation of Los Angeles in 1937. One day, Hall wakes up to discover Hannon is dead and he is the prime suspect. Hall can't remember having anything to do with the murder, but his reality begins to become less clear when he is pulled into a double life, moving between the present and the 1937 virtual reality in an attempt to discover the truth.