This World, Then The Fireworks

In this film adaptation of a book by novelist Jim Thompson, Marty (Billy Zane) and Carol Lakewood (Gina Gershon) are twins bound together by the horrors they endured as kids. When crooked police officers come after Marty, he is forced to go on the run, leaving his spouse and career behind and hiding out with Carol, who has turned to prostitution. Soon Marty and his sister begin to pull cons together while reigniting the strange, erotic relationship they indulged in as children.