The Thomas Crown Affair (1999)

Bored billionaire Thomas Crown (Pierce Brosnan) decides to entertain himself by stealing a Monet from a reputed museum. When Catherine Banning (Rene Russo), an investigator for the museum's insurance company, takes an interest in Crown, a complicated back-and-forth game with romantic undertones begins between them. In an attempt to find out where Banning's loyalties lie, Crown returns the painting and essentially turns himself in, hoping that Banning's feelings for him will lead to an escape.