It was an Arnold Schwarzenegger movie in which he saves some kids from a facility which had a big exhaust sort of equipment at the top. There were other weird people in that facility out of which I remember only one particularly. It was a dwarf with a baby attached to its stomach. The dwarf was hiding the baby under his clothes and revealed it only once when Arnold was escaping the facility along with kids. I guess these weird creatures had kidnapped those kids and Arnold came as to free them. I do not remember much about that movie but I saw it during late 90's I believe.
Total Recall, the 1990 version. The guy with the dwarf attached is a dead giveaway.
The thing with the big exhaust is a facility built by aliens that supposedly were able to create an atmosphere for Mars. The only detail that doesn't quite match is the abduction thing.
The "creepy people" might be the mutated population of Mars (who where actually the good guys, leading a rebellion against an earthbound company that controlled all resources on Mars and wanted to prevent them from activating the alien machine).