Oh, you just reminded me of my second-favorite Shakespeare adaptation: Rupert Goold's 2010 film adaptation of Macbeth, with Sir Patrick Stewart himself as Macbeth and Kate Fleetwood as Lady Macbeth. It's based on a production Goold put on in 2007 with Stewart, and it sets the play in a nebulously-modern setting with a "subterranean Soviet" aesthetic. It's not quite what anon was looking for, but it's in the ballpark. Oh, and in this adaptation the witches take the guise of WWI-era war nurses.
Having seen the 1995 version of Richard III, I am now convinced that there needs to be an adaptation set in the dying days of tsarist Russia, if only for the red-white symbolism. Just like, the ostentation, the moral ambiguity/amorality of literally everyone involved, the end-of-an-era vibe, except the era definitely needs to end. Also, Elizabeth Woodville in a kokoshnik? Elizabeth Woodville in a kokoshnik.
DUDE YOUR MIND