What is that movie you saw at too young an age that still haunts you to this day?

When I was younger, I watched this movie where a terrifying creature, vaguely resembling a human and driven only by thoughts of death, escaped from a parallel dimension to hunt down a girl at her middle school, and there was this Wayland-Yutani type company who tried to cover up the escape by having their security force capture the creature and send it back to its own dimension, but then, the creature took the girl and her mother with it to its hell dimension, with the company security force in pursuit.

And then a bunch of guys who are way too into horses got in a big fight that turned into a dance number, and then creature went to the gynecologist for some reason.

I was brought to tears by the existential dread that still haunts me to this day that I decided to take a break from movies. But whatever that movie was, it should have won an Oscar this year.