Is there a more wonderful sight in the movies than Michael Douglas being tormented? I don't think there's another Hollywood actor who does such a fine job of suffering. In David Fincher's wily new thriller, The Game, Douglas is in his element as Nicholas Van Orten, a frosty millionaire ensconced in an affluent world from which he is required to make only the most fleeting contact with fellow human beings. His reprobate brother (Sean Penn) punctures this cocoon with an unusual birthday present - an offer to play "The Game", an executive adventure which turns out to be something like the weirdest Twilight Zone episode never made.

Coming from the director of Seven, it's no surprise to find that the experience of watching The Game is like being marooned in someone else's nightmare. The real magic is in the way Fincher balances the film's opposing levels. The surface action is tense but potentially frivolous; even at the points where it appears that the exercise has spun out of control, we remain aware that the film-makers have a get-out clause - "it was all a game" - at their disposal.

These caper scenes are underpinned by Van Orton's tragic background: he has just hit his 48th birthday, the age at which his father committed suicide. The convenience of this detail might suggest that the screenwriters have identified their hero's Achilles' heel via semaphore, but Fincher finds a subtle, eerie way of ushering us into the private enclosure of Van Orton's loneliness: he uses washed-out home movies, initially to recall childhood birthday parties, but then to depict Van Orton Snr's high-dive from the mansion roof, one incident where no movie camera would possibly have been present. We may be familiar with thrillers which favour the protagonist's perspective, but it's rare to find one which lowers us so far into that character's unconscious. It's dark down there; you can feel like a deep-sea diver running out of oxygen.

At other moments, we are invited to laugh at Van Orton, like when he attacks his briefcase after it refuses to yield to his key. The model here is clearly Cary Grant in North by Northwest. There are also shades of the urban paranoia of After Hours, a movie to which Fincher makes explicit reference during the scene where Van Orton finds incriminating evidence in a hotel suite registered in his name. Anyone who is convinced that chambermaids are employed specifically to waltz into your room and catch you in a potentially compromising position will sympathise when our flabbergasted hero struggles to clear away the cocaine and the pornographic Polaroids as the maid's key completes its turn in the lock.