Here's my take on the plot. Spoliers are ahead, of course.
Most of the movie is about a middle aged man in a state of emotional turmoil coming to terms with his wife leaving him him.
Along the way he meets people with similar stories of disappearing partners, and eventually learns a woman who used to live in his apartment years ago had the same thing happen to her husband. This is acted out by the husband drilling a hole in the ghost/woman painted on the ceiling and then him disappearing into it. The repeated scene of people getting stabbed in the head is symbolic of people being defeated by this ghost.
I think it is implied that this older man who leaves his wife and the middle aged man whose wife leaves him are the same person but in different eras, or at least they are different people affected by the same ghost. There is some crossover of the stories that doesn't make temporal sense, like the middle aged man talking to the older woman in his bed.
The theme of the middle aged man deluding himself over his wife leaving him is resolved when the scene of him coming home to find his wife gone is replayed at the end of the movie. At this showing, he reads her break up letter before entering the apartment, which is a detail that he had previously blocked out of his mind.
I disagree with all the reviews that there is no story here. There is a story but much of it is conveyed through quite artsy representations of emotional states, rather than explicit explanation.
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