I had to go through all the answers of the members to see if anyone has already mentioned this film because i think it is ecxactly what you are looking for. I think it is called Angel Heart. I am not sure because the title was translated a bit differently in Greek. Robert Deniro plays the devil. It was out around 1987 i think. The story is that Robert Deniro (who actually is the devil) employs a detective ( an also famous actor -cant remember who exactly was) to find a missing person. The detective is the narrator. During the investigation someone murders the people that could have given him some clues. Somehow someone can anticipate his moves and kill everyone that can help him. In the end we find out that he is actually searching for himself (he had forgotten who he was and had taken the identity of one of his victims) It is him who commits all the murders without realising it and trying to keep himself from know! ing that in fact he is someone else. It was a very strong and scary film. I saw it fifteen years ago on video so bear with me if I havent given you very precise information. Maybe now that i have mentioned it someone can tell you more about it.