Of Swords and Parasols

 Kahaani is a 2012 Bollywood movie starring Vidya Balan as a pregnant woman who travels from London to Kolkata during the Durga Puja festivities to look for  her missing husband.  In Kolkata, everyone, including his employer and the police officer helping her to look for him, claims to have never heard of her husband, and immigration records don't have him entering or leaving the country.  It's very good and appropriately twisty, and in the interest of avoiding spoilers, have the trailer:  




Netflix has it available for both rental and streaming.