In this one, I would be a tourist, new to the city, exploring, and end up being snatched by Russian mobsters, or another sort, mistaking me for someone else that they're looking for. By that time, I've seen and heard too much, but instead of being harmed, im kept as their newest girl, forced to work for them.
If this appeals to anyone, let me know. This doesnt have to be too dark, so long as I'm kept, not allowed to escape, close to freedom, yet so far, it will work.