My Hero (2000)

George Sunday (Ardal O'Hanlon) is a mild-mannered shopkeeper who has an "alter ego". Whenever danger threatens, he changes into the superhero "Thermoman" and rushes off to save the world. One day, Thermoman saves Janet Dawkins (Emily Joyce) from certain death when she falls into the Grand Canyon. He takes a fancy to her and decides that he wants to get to know her better. He tries to get to know her as "George", since he doesn't want her to know about his "alter ego". Things don't go quite according to plan, however. George soon has to reveal to Janet that he's really Thermoman. She accepts him anyway and the two end up living together.