Could this be The Thirteenth Floor (1999)...?
From IMDB:
A computer scientist running a virtual reality simulation of 1937 becomes the primary suspect when his colleague and mentor is murdered.
From Wikipedia:
McBain informs Hall that Jane does not exist, as Fuller never had a daughter. Hall tracks her down only to discover her double, Natasha Molinaro, working as a grocery store clerk, but Molinaro does not recognize Hall. This leads Hall to perform an experiment outside the VR system, something that Fuller's letter instructed him to try: drive to a place where he never would have considered going otherwise. He does so, and discovers a point beyond which the world becomes a crude wireframe model. Hall grasps the revelation behind Fuller's message: 1999 Los Angeles is itself a simulation.