Ok, im gona try give you as much info as i can, basically..
There is this demon cop guy, who well kidnap/edcaptures this girl /woman and puts her in hes cop look alike car travels into the desert with her and he goes through this portal / dimension type wall , and takes her to hes world? and the girl's boyfriend / husband try's to get her back by also following into the cop guys world,

i really really would love to get this movie once again its just a shame i cant remember what exactly its called. i did try and google search for it and i had no luck. i no for a fact its not the following movies.
Maniac cop,Scanner cop,killer cop.

if you guys could help me out i would much appreciate it,
thanks for your time in reading

- Craig