I've tried to type in a few keywords on google but no luck. Its pretty vague but I hope someone has seen it . . .
The film is Italian (I'm 99% sure its Italian) and its an anthology/portmanteau. The link is that each story is linked to life in this one particular city. I'm sure it is supposed to be New York or San Francisco.
The opening scene is this great tracking shot of a traffic jam, and it pans over the sweltering city. I think the soundtrack is a radio program.
The first piece is without dialogue. Its this intensely choregraphed scene of naked and half-naked people writhing on the floor in an apartment. The background music is fairly atonal.
I may be wrong on some of these details. I watched it so long ago but it really stuck in my mind. Each piece may have been directed by different directors. If this means anything to anyone, it was broadcast on SBS in Australia on a couple of occasions in between 1993 and 1995.
Hope someone out there can help me.