Burn After Reading (2008)

Retired agent Ozzie Cox, who was fired from her job with the CIA for being an alcoholic, saves confidential information on a CD to get revenge. Cox's wife, Katie, on the verge of divorce, steals the CD and forgets it in the gym she went to. Chad, a coach at the salon, and Linda, who works as a manager at the same location, begin to blackmail Cox with a CD Chad accidentally found. Things get more complicated when the federal agent Harry, with whom Katie is, is involved.