Can anime become true in this world

Jyu Oh Sei (they get taken to another world. But it's not an alternative dimension. It's literally another world. They are taken from their lavish lifestyle and shipped to a planet that's alive and full of criminals.)

Juuni Kokuki (or better known as 12 kingdoms, she is taken to another dimension and has to fight.)

Kiba (he's brought to another world/dimension, there's action)

Amatsuki (first half of this anime is amazing. Second half not so much, it was really disheartening. Anyway he's taken to another world after going to do a project and getting sucked into some kind of virtual world.)

11eyes (they get sucked into another dimension/world that's dark and they have to fight.)

Amnesia (I felt like this anime was awful. But, I will recommend because it has what you are looking for. Maybe you will like it?)

Cossette no Shouzou (well if you want to get technical he is transferred into where she is, which is a really dark world and it's like another dimension kind of)

FLCL (she's a weirdo and brought to earth to look for a specific person with the power she would like to harness. So it's not another dimension but it's another world)

RDG: Red Data Girl (she is able to use spiritual powers, and sometimes is taken to another world/dimension but so are some others around her as well)

Girls Bravo: First Season (more of a comedy, ecchi, but he's transferred to another world/dimension that only has girls/women.)

Haibane Renmei (I don't want to spoil, so I will just say it does fit what you are looking for)

Kurokami The Animation (she is from a different world/dimension and they go there)

Nabari no Ou (this fits what you are asking. But, you won't realize it until later. def. not the main premises of the story)

Pandora Hearts (there is another dimension where he is taken)

Shakugan no Shana (there's another dimension in which shana comes from. Also in the third season they go more to that alternative dimension/other world whatever you want to call it)

Yumekui Merry (there's a dream world, with dream demons in this one)

These are all anime, not movies. Hope you haven't seen them all I didn't check your list.

"People die if they get killed" who knew.