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A movie where there’s a key which fits any door. It works by, you think of a place and open a door, the door opens for the place you imagined.
For example, you think of a bar and open a door, the door you open happens to be a door in that bar you thought of.
In the ending of the movie a villain keeps the protagonist's daughter at a place he imagined and tries to negotiate something with the protagonists. But the protagonist kills him and ends up on not finding his daughter.
I think it’s his daughter, that’s how I remember.