The Girl from Trieste.

A middle-aged artist (Ben Gazarra) sketching on the beach witnesses a young woman (Ornella Muti) being rescued from drowning. He loans her a blanket. Later she returns the blanket and they have sex several times, but she always leaves right afterward, leaving the man to wonder who she is and where she goes. Things become more complicated as he begins to fall in love with her, and after his regular girlfriend (Mimsy Farmer), with whom he has a curiously open relationship, returns. He eventually begins to realize his mysterious new lover may be very much insane.