Gormenghast the BBC TV series is basically an epic fantasy version of Match Point. the same guy plays a very similar character.
The Talented Mr Ripley has a similar idea of a murderous guy working his way into an elite English social circle.

Another Woody Allen film Cassandra's Dream is very good

this movie is a remake of
A Place In The Sun (1951)
with a different ending
so many movies, so little time

Crimes and Misdemeanors, Cassandra's Dream, and the recent Irrational Man are Woody's "Crime and Punishment" themed films, and are, I would, argue from best to worst in the order I just wrote them.

Gone Girl has some similarities, in terms of narcissistic and psychopathic characters.
"I am always happy to engage in POLITE discourse."
De gustibus non est disputandum.

Sorry if these are duplicates:
House of Sand and Fog
Unfaithful

Tommy Wiseau's "The Room" is very much like this film.

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Not much American Psycho for me, check out Barry Lyndon, very similar in tone. From the most recent ones maybe the Enemy with Jake Gyllenhaal.

Certain aspects of this film remind me of Eyes Wide Shut and American Psycho. Like that scene where the guy bumps into them all the restaurant and says he seen Chris hailing a cab (presumably around where Nola lived) and he panicked and insisted it wasn't him. The whole mis-identity thing and the feel of the scene reminded me of American Psycho

Yes, the movies are very similar in that they explore similar themes, albeit one is more of a comedy.

Hi, if you haven't seen it yet, check out Woody Allen's Crime and Misdemeanors. There are two story lines: a comic one with Mr Allen at it's centre and a serious, tragic story which is , essentially, the same as Match Point. Match Point, I think, allowed Allen to delve deeper into our morality and the whole darn thing. Still, Crimes is a dynamite movie, has aged well and the two plot lines mesh nicely.
Oh, and it has a killer cast and a fab soundtrack.

A Place in the Sun with Montgomery Clift and Elizabeth Taylor. Is based on the book 'an american tragedy" but they change the name because there was a 1931 movie which was a failure.

I don't know about other films, but the novel by Theodore DreiserAn American Tragedyis the same story line except that in the movie he gets away with murder.

A Kiss Before Dying (1956 or 1991)
Eva (1962) (by Joseph Losey)
Nothing But the Best (1964)
Dance with a Stranger (1985)
Masquerade (1988)

A lot of Hitchcock mentioned here and yeah, this film has quite a Hitchcock feel. I know you said not too old but Rebecca comes to mind for me.
Bit of "film noir" to it like Woody's Crimes and Misdemeanors. Out of the Past, Angel Face, Shadow of a Doubt etc. A genre to explore.
the guy in the $600 banana suit - COME ON!

To me it felt very much like a Chabrol film: upper classes, murder, infidelity, conscience, hypocrisy, dry satire, close attention to the methodical planning and execution of the crime. The Chabrol film I'd say it has most in common with would be The Unfaithful Woman. Too old? Tough luck.
~.~
I WANT THE TRUTH!
http://www.imdb.com/list/ze4EduNaQ-s/

I loved both Match Point and Closer. It's hard to find similar movies, but The Talented Mr Ripley gives me the same vibe. The wealthy family drama and a plot that suddenly turns dark.

Dial M For Murder
Rope
The Man Who Wasn't There
Fargo

As another poster pointed out, it's practically a remake of Woody's own film Crimes and Misdemeanors.
Open the door for Mr. Muckle!!

Strangers on a Train - got the tennis player thing going in it.
http://www.amazon.com/The-Mortal-Creeps-ebook/dp/B006LO3TCA

This is a masterpiece, and an instant classic. I would say that American Beauty or the Man with the Golden Arm are masterpieces and instant classics in their own way. The former has been mentioned before, but nobody has mentioned the second one.
I love the way everything is explained and twisted in Match Point. The story begins even before the characters meet each other. I specially like the fact that Allen never went to the clumsy love-at-first-sight plot which all the films introduce in their plots. I won't say that it doesn't exist in real life, but in films, it's a lazy way of creating love affairs which don't make any sense or have no point at all besides creating the same boring bedroom scene of two making love.

I can see the comparison. The scene at the beginning of Friday 3-D when the woman with curlers is yelling at her husband for eating too much is very dramatic, and IMO, Oscar-worthy.