Neverwhere

Written by renowned comic author Neil Gaiman, this British miniseries is about a man who quite literally loses his identity when he gets caught up with oddballs who live in the tunnels below London. The film is quirky and features some great performances (Paterson Joseph is a standout as The Marquis De Carabas) but the BBC cut their funding so it has the look of the old "Dr. Who" and some of the effects are laughably bad. Gaiman subsequently expanded the story to a novel, then a graphic novel... and now a theatrical film is the works. On DVD.

By the way, there's an easy way to tone down the shot-on-video vibe of the movie. Turn off the color. Works well for this one.