Very nice. I do wonder, however, which of them is crazy. He's in the city and he opened the window to a dark figure on the fire escape? I'm probably just jealous that he can remember visual details so well. :) Did he not finish in time or was the figure on the final painting not enough to stop "them"? Actually, is a bad thing that she appears to be dead?... I'm thinking too much, your story is wonderful without addressing whatever I come up with.

wow.
that's awesome.
but on a more practical note: typo in paragraph 10, himto. Other than that, great. It's fast-paced, exciting, captivating, vivid. I could See it. In most stories, you are a spectator always aware of the black-and-white text even as it conjures up images. In the best stories, the text becomes less relevant than the scene, and you feel more like you're in the room with the characters than in your own room sitting at a computer. Your story is one of the latter. One thing you may want to look at: the first paragraph. In the first sentence, the second part of it I had to read twice to make sure I wasn't missing a word like "as" or something. I mean, I think that it's technically correct, but it's a little funny. You also use a lot of the gerund in this paragraph. It's a style, but I don't find it as captivating as later paragraphs- it forces me to read the actual text more, and see the world less.
But, seriously, it's good. Reall really good.
Sorry for the long review...:)