White Room (1990)

Norm, a confused young man, lives two lives, one in and one out of reality. One night, he witnesses the murder of rock video star Madelaine X and feels guilty, as he did nothing to prevent it. At Madelaine's funeral, he meets a mysterious woman in black. Norm then gets a job at a news stand through a Cindy Lauper like girl called Zelda. They discuss the mystery around Madelaine's death.