Maura Tierney plays a tough New York cop with a secret life -- she drinks too much and, though married, has a secret lover who burns her with cigarettes.

Adrien Brody plays a sick pup of a kidnapper who has grabbed a middle-aged socialite and put her in an airless underground box to speed up the ransom. Oh, and he thinks he's some kind of reincarnation of Harry Houdini.

Thus begins Oxygen, a low-budget, made-for-Cinemax thriller that, I think, far exceeds expectations. First of all, Tierney, who very much reminds me of Lily Taylor, and Brody, who is impossibly young here, don't just chew up the scenery. They own this movie and make it their b*tch.

At first, I was worried the movie would cave and ...

MAJOR SPOILER

... reveal that the husband was in on the snatch. Not.

END OF SPOILER

This movie has bigger fish to fry and I was totally gratified that it went down dark places where cop and kidnapper realized that, on some level, they shared certain things. The two have a late scene in an interrogation room where they deliver volcanic performances.

But once this psycho-thriller stuff is set aside, the movie comes to a swift ending. But right up to the end, you cannot predict what's coming next. Magicians, like Houdini, have things up their sleeve.

Some terrific set pieces include a foot chase through a subway train in Steadi-Cam and a car chase in downtown NYC that is, though modest by French Connection standards, is still pretty ill.

And, of course, there's the gritty and atmospheric New York City backdrop. The Twin Towers still stood tall when this came out in 1999.