The movie is about a guy who finds a strange device (in a parking building, or a metro passage) which opens portals to other worlds/dimensions. There's also a young woman who wants the device, and a bunch of bad guys. (One of the baddies was a woman.) The device was created by the woman's father, as far as I remember.
The guy and woman become friends and after a chase with the bad guys. They manage to capture each of the baddies in different worlds/dimensions. The dimension that I remember most clearly is a one with some kind of cubic people; one of the bad guys was turned into a cube with his head on the top.
At the end the two protagonists went to some kind of resort world/dimension. I think it is from the 80s or early 90s.