History Is Made at Night (1999) on Netflix

Plot summary

Harry Howe is a veteran CIA officer in Helsinki who would rather let his cover take over: he runs a jazz club and wants to leave the past alone. Natasha Scriabina, a young SVR agent, was sent to watch him and stayed, and the two are lovers who keep their real work from each other. Into this comes Dave Preston, an eager CIA man hunting a videotape loaded with state secrets on its way from New York City. Its courier is Max Fisher, a former bond trader fresh out of prison who took the errand without knowing what he agreed to carry. Natasha sees the tape as her route to the United States, and almost everyone around it hopes to profit. Harry's only aim is to keep her from harm and from leaving him.