Spy Games: Illegal (2004)

A Russian man Sergey Matveev is sent on a business trip to New York to deliver an important package to a local businessman. As soon as he arrives in a hotel, he finds himself entrapped by the FBI. They know he used to be a GRU agent and threaten to imprison him if he would not reveal the secret information regarding "the mole". But Matveev escapes right from the hotel room and finds himself on the streets of an unknown city and enters New York city subway to hide away from the FBI. On his way home, he would have to face greedy federal agents and local criminal gangs.