Neverwhere (1996)

Richard Mayhew leads an ordinary life in London when one day a girl named Door falls, injured, across his path. The next thing he knows, his life is gone and he's pulled into the fantastical world of London Below. Pursued by the murderous Messrs. Croup and Vandemar, Door and Richard with the help of Hunter and the Marquis de Carabas, attempt to find the Angel Islington, who knows the secret behind the murder of Door's family, and possibly a way for Richard to go home.
Writer Neil Gaiman is seen in the opening credits; he's the shadowy figure standing in the archway.