Private Eyes is a 1996 drama by Steven Dietz about deception and broken trust, labeled by the author as a "comedy of suspicion", as the story is brought in multiple layers and the audience is repeatedly tricked to believe that the current situation is real.
Some critics - though not Dietz himself - consider it an homage to Tom Stoppard's 1982 The Real Thing, a play which features some similar themes and techniques.
The British director Adrian uses his position of power to instantly seduce the "strikingly beautiful" Lisa and for a month or so Matthew desperately tries to deny their brazenly open affair or fantasizes about revenge.
The entire first half turns out to be a wistful version of how Matthew would have liked to expose the affair of his wife, as told to his therapist Frank (whose role can be played by a man or woman).
Comedic relief is provided by the appearance of Cory, who initially introduces herself as a "private eye" for Adrian's suspecting wife.
Her violent revenge may also just be a fantasy as we're told that the bullet she fired "only" grazed Adrian's heart and he took a flight back to England, presumably to continue his predatory ways.
Dietz's breaking of several conventional rules of the theater[1] of course repeatedly deceives the audience in believing each new version of reality.