Pennies from Heaven (1981)

Arthur (Steve Martin) is a sheet music salesman, unhappily married to Joan (Jessica Harper) and living in a dreary Chicago apartment during the recession. To cheer himself up he sings the songs of the era, transporting himself into a more glamorous world. He falls in love with record store assistant Eileen (Bernadette Peters), who also seems to offer an alternative to his mundane life, but tragedy looms for the young lovers in the form of a sinister tramp.