After posting my last answer, I found a second match with the same search that might better match, albeit from a later timeframe. Quest, by Thomas Stellmach, was released in 1996 and according to one review does involve him falling through to other worlds.
It is claymation with very good stop motion and interesting backgrounds of a character made out of sand leaving his world of sand as he hears the sound of water and falling through various other worlds as he follows the sound of the water dripping down. We enter a world of paper, stone and iron all allowing the animator to work with different themes and texture.
The problem I had that although the animation was very good with some magnificent detail the story left me nonplussed. The character falls through different worlds and each world seems to get more advanced until he falls through the industrial world as he continues his quest. It just all looked like a message of the dangers of industrialisation but maybe I expected something more.