You are actually talking about a very classic genre! Detective
film noir that was all the rage in classic Hollywood! (Think Dick
Tracy in the comic books or batman)
Movies which have something like that:
"Revolver" but it's messy all over.
A better one to watch would be FIGHT CLUB!
Who can forget fight club...
For an asian version, it's "Infernal Affairs" (obviously). It's
all mind games, plots and plot twists to the end.
