Silent Hill
Silent Hill was actually a video game that was adapted into a movie, which makes the progression of the movie interesting and unlike any other film. The story is set between two worlds: the real world, and a terrifying mist world filled with monsters and "survivors."
No Escape?
After the exhausting story of Sharon and Rose's escape, it's revealed to the audience that the two didn't really escape after all. They tried to drive home but the mist had followed them. This is because Alessa (the cause of the mist), the antagonist, followed them. The director noted that Alessa is also multi-dimensional, which is why she basically followed them home.