This sounds awfully similar to
- A guy dreaming about the one who will love her and he tries to figure out how she looks like.
Sylvia, the woman, had appeared in Truman's past and tried to reveal that he was actually in a TV Show. However, the production crew took her away and kicked her off the cast. This could be quite easily mistaken or misremembered as a dream, given the flashback nature of the scene.
- He starts searching for different shapes of eyes, nose... etc. and starts to collect them from magazines and pictures.
Truman, the protagonist creates a collage from magazine images of Sylvia. He hides the collage at his office away from his wife, buying the magazines with the women's faces "for his wife" when he in fact is simply making the collage
Truman believes that, as Sylvia said, he is in fact in a TV show. As such he begins to orchestrate his escape. The film concludes with him escaping the giant dome, and Sylvia running to go meet him, as can be seen in the below video.
Plot Summary (from Google)
He doesn't know it, but everything in Truman Burbank's life is part of a massive TV set. Executive producer Christof orchestrates "The Truman Show," a live broadcast of Truman's every move captured by hidden cameras. Cristof tries to control Truman's mind, even removing his true love, Sylvia, from the show and replacing her with Meryl. As Truman gradually discovers the truth, however, he must decide whether to act on it.