Man interviews different prostitutes and falls in love with one of them. He says "mary lou I love you".

From your description, it may possibly be this one:

Movie Review
Bad Girls (1994)
January 28, 1994
Reviews/ Film; About Prostitutes Plying The Manhattan Streets
By STEPHEN HOLDEN
Published: January 28, 1994
The line between reality and make-believe is painfully apparent in Amos Kollek's pseudo-documentary film, "Bad Girls." In the movie, which opens today at the Quad Cinema, Mr. Kollek portrays a middle-aged writer named Jack who is researching a book about the lives of prostitutes in mid-Manhattan.


Jack sets up shop in a seedy hotel near Times Square and goes about interviewing his subjects. Approximately half the women in the film are actresses playing streetwalkers whose reminiscences Mr. Kollek captured on tape but who could not appear in the movie. The rest are actual prostitutes who tell their stories directly to the camera.