Waxwork (1988)

A group of friends goes to a late night private party at a local wax museum that hasn't opened yet.  The group is pretty annoying, but two of them turn out to be temporarily smarter than your average bear when they decide it is too creepy to go in.

They have some drinks and then enter the museum, where they split up to look at items on their own.  Two of the four end up entering the displays and when they pass the ropes, they find themselves in the actual scene.  Tony ends up in the woods and thinks he's been dosed and must be hallucinating.  Too bad he's in the werewolf scene as soon Tony is facing a hulking wolf with no were to turn.

When Marc decides he's ready to go, he can only find Sarah as the other two friends have disappeared. When the others are still missing the next day, Marc contacts the police who aren't too keen on his theory that they disappeared in the wax museum which isn't even open for business. Oh my, whatever will they do?

I've got to be honest. I've never been a fan of Waxwork. I'm not sure if it's the anthology style of the story telling, or just that some of it creeps me out, or that the Marquis de Sade seems like an odd choice for a segment of the film. But if you like 80s horror, it's one you should probably check out. It features David Warner as the evil waxwork owner and Patrick McNee shows up near the end to fight the monsters.