Russian Doll (2001) Australian movie
Harvey, a self-doubting private investigator, plans to marry his girlfriend
until he is hired to solve an adultery case and discovers the adulterer is cheating with his fiancée...
Director: Stavros Kazantzidis, wit h Hugo Weaving, David Wenham and Rebecca Frith

And there is an other movie with the same title:
The Russian Dolls (French: Les Poupées russes) is a 2005 French-British romantic comedy film.