Mad Dog and Glory (1992)

Wayne Dobey (Robert De Niro) is an extremely shy police photographer who inadvertently saves the life of Frank Milo (Bill Murray), a gangster.

Eternally greatful to Dobey, Milo insists on being Wayne's friend and offers him one of his employee's, Glory (Uma Thurman) for a weeks companionship.

Now, due to his job, Wayne is thrust into a very difficult situation as he cannot be seen to be associated with criminals, and to make things even worse, he's unsure about how to deal with Glory.