The Twilight Zone S01 E25 Fair Warning

"Check your reality at the door."

Tina, a flower shop clerk, finds herself threatened by a seemingly-deranged man named George who mysteriously disappears after asking him to stop from killing her. When she finds him he has a perfect alibi and claims he doesn't know her. George keeps visiting her and no one ever sees him except Tina. Tina begins to question her sanity.