There's a french film titled
Baise-Moi that you might like.
A porn actress and a prostitute end up going on a killing spree...kind of like Thelma and Louise, but about a million times cooler. The story comes first, but there are some very explicit nudity and sex scenes.
Another you might like is the original
Cafe Flesh. Yes, it's a porno, but it's also a sci-fi movie and an art film all rolled up into one...a really enjoyable movie on a lot of different levels.