Rent Marebito (2004)

Masuoka is a cameraman possessed by the craving to understand fear. In particular, he obsesses over his footage of a grisly suicide in the subway. Returning to the scene to better comprehend the dead man's reasoning, he opens a doorway into a bizarre, cavernous underworld. Here among the ghosts and subterranean creatures he finds a beautiful, mute girl whom he takes home. As days pass he begins to suspect there is something truly inhuman about this girl. When he begins to uncover her horrifying secrets, Masuoka realizes that he has found the key to gaining the terrible knowledge he so craves...